"Estimating Risk with Sarmanov Copula and Nonparametric Marginal Distributions."

Zuhair Bahraoui, Catalina Bolancé, Ramon Alemany (2013)

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DOI: 10.1007/978-3-642-38279-6_10

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Zuhair Bahraoui, Catalina Bolancé, Ramon Alemany:
Estimating Risk with Sarmanov Copula and Nonparametric Marginal Distributions. MS 2013: 91-98

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