Robust and unbiased estimation of the coefficient of tail dependence

Yuri Goegebeur, Armelle Guillou, Christophe Dutang

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

OriginalsprogEngelsk
TidsskriftInsurance: Mathematics and Economics
Vol/bind57
Sider (fra-til)46-57
ISSN0167-6687
StatusUdgivet - 2014

Citer dette

Goegebeur, Yuri ; Guillou, Armelle ; Dutang, Christophe. / Robust and unbiased estimation of the coefficient of tail dependence. I: Insurance: Mathematics and Economics. 2014 ; Bind 57. s. 46-57.
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Goegebeur, Y, Guillou, A & Dutang, C 2014, 'Robust and unbiased estimation of the coefficient of tail dependence', Insurance: Mathematics and Economics, bind 57, s. 46-57.

Robust and unbiased estimation of the coefficient of tail dependence. / Goegebeur, Yuri; Guillou, Armelle; Dutang, Christophe.

I: Insurance: Mathematics and Economics, Bind 57, 2014, s. 46-57.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

TY - JOUR

T1 - Robust and unbiased estimation of the coefficient of tail dependence

AU - Goegebeur, Yuri

AU - Guillou, Armelle

AU - Dutang, Christophe

PY - 2014

Y1 - 2014

M3 - Journal article

VL - 57

SP - 46

EP - 57

JO - Insurance: Mathematics and Economics

JF - Insurance: Mathematics and Economics

SN - 0167-6687

ER -

Goegebeur Y, Guillou A, Dutang C. Robust and unbiased estimation of the coefficient of tail dependence. Insurance: Mathematics and Economics. 2014;57:46-57.