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Arthur Charpentier

1 paper hereh-index 211.6k citations347 works total

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math.PR2009

Tails of multivariate Archimedean copulas

Arthur Charpentier, Johan Segers

A complete and user-friendly directory of tails of Archimedean copulas is presented which can be used in the selection and construction of appropriate models with desired propertie…

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