Dispersive effect of cross-aging with Archimedean copulas

Denuit, Michel; Mesfioui, Mhamed

Dispersive effect of cross-aging with Archimedean copulas

Denuit, Michel

;

Mesfioui, Mhamed

(2010) , 14 pages

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Authors

Denuit, MichelUCLouvain
Author
Mesfioui, Mhamed
Author

Affiliations

UCLouvainSSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

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Denuit, M., & Mesfioui, M. (2010). Dispersive effect of cross-aging with Archimedean copulas (ISBA Discussion Paper 1044). https://hdl.handle.net/2078.5/207930