New copulas based on general partitions-of-unity and their applications to risk management

Pfeifer Dietmar, Tsatedem Hervé Awoumlac, Mändle Andreas, Girschig Côme

Open source

DOI
10.1515/demo-2016-0006
Published
7
Container
Dependence Modeling
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1515/demo-2016-0006,
  title = {New copulas based on general
partitions-of-unity and their applications to
risk management},
  author = {Pfeifer Dietmar and Tsatedem  Hervé Awoumlac and Mändle Andreas and Girschig Côme},
  year = {2016},
  journal = {Dependence Modeling},
  doi = {10.1515/demo-2016-0006},
  url = {https://doi.org/10.1515/demo-2016-0006}
}

RIS

TY  - JOUR
TI  - New copulas based on general
partitions-of-unity and their applications to
risk management
AU  - Pfeifer Dietmar
AU  - Tsatedem  Hervé Awoumlac
AU  - Mändle Andreas
AU  - Girschig Côme
PY  - 2016
JO  - Dependence Modeling
DO  - 10.1515/demo-2016-0006
UR  - https://doi.org/10.1515/demo-2016-0006
ER  - 

APA

Dietmar, P., Awoumlac, T. H., Andreas, M., & Côme, G. (2016). New copulas based on general partitions-of-unity and their applications to risk management. Dependence Modeling. https://doi.org/10.1515/demo-2016-0006

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