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(De Gruyter Open, 2015)Paul Embrechts is Professor of Mathematics at the ETH Zurich specializing in Actuarial Mathematics and Quantitative Risk Management. Previous academic positions include the Universities of Leuven, Limburg and London (Imperial ...
(De Gruyter Open, 2015)
(Springer International Publishing, 2015)We present a general construction principle for copulas that is inspired by the celebrated Marshall–Olkin exponential model. From this general construction method, we derive special subclasses of copulas that could be ...