Work

On the Relation between Extremal Dependence and Concomitants

Year: 2023

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.4331872

Authors: Amir Khorrami Chokami, Marie Kratz

Institutions: University of Turin, École Supérieure des Sciences Économiques et Commerciales, ESSEC Business School

Language: English

Topic: Probability and Risk Models

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green

Funders: Agence Nationale de la Recherche, Università degli Studi di Torino

Award: Modèles Mathématiques et Economiques de la Dynamique, de l'Incertitude et des Interactions

OpenAlex ID: W4318618025

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