Modelling dependence

Kallenberg, Wilbert C. M. . Insurance: Mathematics & Economics 2008. 42 (1) :127-146

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Bibtex

@article{CIS-234559,
  Author = {Kallenberg, Wilbert C. M.},
  Title = {Modelling dependence},
  Journal = {Insurance: Mathematics & Economics},
  Volume = {42},
  Number = {1},
  Year = {2008},
  Pages = {127--146},
  Keywords = {Exponential family, Legendre polynomials, Copula, contamination family, nonlinear correlation}
}

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