Lower tail dependence forArchimdean copulas: Characterizations and pitfalls

A. Charpentier, J.J.J. Segers

Research output: Contribution to journalArticleScientificpeer-review

36 Citations (Scopus)
Original languageEnglish
Pages (from-to)525-532
JournalInsurance: Mathematics & Economics
Volume40
Issue number3
Publication statusPublished - 2007

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