Article
Open Access
A note on the Galambos copula and its associated Bernstein function
Published/Copyright:
March 20, 2014
Received: 2013-12-4
Accepted: 2014-2-19
Published Online: 2014-3-20
© 2014 Jan-Frederik Mai
Articles in the same Issue
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
- A note on the Galambos copula and its associated Bernstein function
- Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
- Copula-based dependence measures
- Solution to an open problem about a transformation on the space of copulas
- Some New Random Effect Models for Correlated Binary Responses
Keywords for this article
Galambos copula;
Bernstein function;
min-stable multivariate exponential distribution;
strong IDT process;
infinite divisibility
Creative Commons
BY-NC-ND 3.0
Articles in the same Issue
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
- A note on the Galambos copula and its associated Bernstein function
- Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
- Copula-based dependence measures
- Solution to an open problem about a transformation on the space of copulas
- Some New Random Effect Models for Correlated Binary Responses
