Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity
| Autor: | Durante, Fabrizio, Fernández Sánchez, Juan, Sempi, Carlo |
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| Zdroj: | In Insurance Mathematics and Economics November 2013 53(3):897-905 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect