JOURNAL ARTICLE
Approximation of bivariate copulas by patched bivariate Fréchet copulas
Yanting ZhengJingping YangJianhua Z. Huang
Year: 2010 Journal: Insurance Mathematics and Economics Vol: 48 (2)Pages: 246-256 Publisher: Elsevier BV
Keywords:
Bivariate analysis Copula (linguistics) Mathematics Probabilistic logic Computation Applied mathematics Approximation error Approximations of π Econometrics Algorithm Statistics
Metrics
20
Cited By
0.31
FWCI (Field Weighted Citation Impact)
26
Refs
0.72
Citation Normalized Percentile
Is in top 1%
Is in top 10%
Citation History
Topics
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Insurance, Mortality, Demography, Risk Management
Social Sciences → Social Sciences → Demography
Related Documents
JOURNAL ARTICLE
A class of multivariate copulas with bivariate Fréchet marginal copulas
Jingping YangYongcheng QiRuodu Wang
Journal: Insurance Mathematics and Economics Year: 2009 Vol: 45 (1)Pages: 139-147
BOOK-CHAPTER
Bivariate Analysis Via Copulas
Gianfausto SalvadoriCarlo De MicheleNathabandu T. KottegodaR. Rosso
Water science and technology library Year: 2007 Pages: 131-175
JOURNAL ARTICLE
Semiparametric bivariate Archimedean copulas
José Miguel Hernández-LobatoAlberto Suárez
Journal: Computational Statistics & Data Analysis Year: 2011 Vol: 55 (6)Pages: 2038-2058
JOURNAL ARTICLE
Perturbation of bivariate copulas
Radko MesiarMagda KomorníkováJozef Komorník
Journal: Fuzzy Sets and Systems Year: 2014 Vol: 268 Pages: 127-140