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Generalized diagonal band copulas

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  • Lewandowski, Daniel

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  • Lewandowski, Daniel, 2005. "Generalized diagonal band copulas," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 49-67, August.
    • Handle: RePEc:eee:insuma:v:37:y:2005:i:1:p:49-67
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    References listed on IDEAS

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    1. Fang, Hong-Bin & Fang, Kai-Tai & Kotz, Samuel, 2002. "The Meta-elliptical Distributions with Given Marginals," Journal of Multivariate Analysis, Elsevier, vol. 82(1), pages 1-16, July.
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    Cited by:

    1. Samuel Kotz & Johan René van Dorp, 2010. "Generalized Diagonal Band Copulas with Two-Sided Generating Densities," Decision Analysis, INFORMS, vol. 7(2), pages 196-214, June.

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