Lower tail dependence forArchimdean copulas: Characterizations and pitfalls

A. Charpentier, J.J.J. Segers

Research output: Contribution to journalArticleScientificpeer-review

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

Cite this

Charpentier, A. ; Segers, J.J.J. / Lower tail dependence forArchimdean copulas : Characterizations and pitfalls. In: Insurance: Mathematics & Economics. 2007 ; Vol. 40, No. 3. pp. 525-532.
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Lower tail dependence forArchimdean copulas : Characterizations and pitfalls. / Charpentier, A.; Segers, J.J.J.

In: Insurance: Mathematics & Economics, Vol. 40, No. 3, 2007, p. 525-532.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

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AU - Charpentier, A.

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N1 - Appeared earlier as CentER DP 2006-29

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SP - 525

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JF - Insurance: Mathematics & Economics

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