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20152026
most citedOn Copula-based Collective Risk Models

2 citations · 6 across the 9 of their papers we have counts for

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q-fin.RM2015

Negative Dependence Concept in Copulas and the Marginal Free Herd Behavior Index

Jae Youn Ahn

We provide a set of copulas that can be interpreted as having the negative extreme dependence. This set of copulas is interesting because it coincides with countermonotonic copula…