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Lower tail dependence forArchimdean copulas: Characterizations and pitfalls

Charpentier,A.
; 
Segers,J.J.J.
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Appeared earlier as CentER DP 2006-29
Date
2007
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Tilburg University Research Output Collection
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Charpentier, A & Segers, J J J 2007, 'Lower tail dependence forArchimdean copulas : Characterizations and pitfalls', Insurance Mathematics & Economics, vol. 40, no. 3, pp. 525-532.
URI
https://hdl.handle.net/20.500.14602/45486
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