Comparison of increasing directionally convex transformations of random vectors with a common copula

  1. Belzunce, F.
  2. Suárez-Llorens, A.
  3. Sordo, M.A.
Journal:
Insurance: Mathematics and Economics

ISSN: 0167-6687

Year of publication: 2012

Volume: 50

Issue: 3

Pages: 385-390

Type: Article

DOI: 10.1016/J.INSMATHECO.2012.02.001 GOOGLE SCHOLAR
Data source: Scopus