Lower tail dependence forArchimdean copulas: Characterizations and pitfalls

A. Charpentier, J.J.J. Segers

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	525-532
Journal	Insurance Mathematics & Economics
Volume	40
Issue number	3
Publication status	Published - 2007

Cite this

@article{b6126dd595d945eba07e7f8d624bbcb4,

title = "Lower tail dependence forArchimdean copulas: Characterizations and pitfalls",

author = "A. Charpentier and J.J.J. Segers",

note = "Appeared earlier as CentER DP 2006-29",

year = "2007",

language = "English",

volume = "40",

pages = "525--532",

journal = "Insurance Mathematics \& Economics",

issn = "0167-6687",

publisher = "Elsevier B.V.",

number = "3",

}