Pair-copula constructions of multiple dependence

Publication details

• Journal: Insurance, Mathematics & Economics, vol. 44, p. 182–198–17, 2009
• Publisher: Elsevier
• International Standard Numbers:
  • Printed: 0167-6687
  • Electronic: 1873-5959
• Link:
  • DOI: doi.org/10.1016/j.insmatheco.2007.02.001