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Dependent risk models with Archimedean copulas: A computational strategy based on common mixtures and applications

Insurance: Mathematics and Economics, 2018
Etienne Marceau, Hélène Cossette
exaly  

Hierarchical Archimedean copulas through multivariate compound distributions

Insurance: Mathematics and Economics, 2017
Etienne Marceau   +2 more
exaly  

Diagonal copulas of archimedean class

Communications in Statistics - Theory and Methods, 1996
Ym Yang, Engin A Sungur
exaly  

On the construction of nested Archimedean copulas for d-monotone generators

Statistics and Probability Letters, 2015
Mohsen Rezapour
exaly  

Simulating from Exchangeable Archimedean Copulas

Communications in Statistics Part B: Simulation and Computation, 2007
Michael Sherris
exaly  

Multinomial choice models based on Archimedean copulas

AStA Advances in Statistical Analysis, 2015
exaly  

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