Tail copula representation of path-based maximal tail dependence

Fuente: arXiv

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Bibliographic Details
Main Authors:	Koike, Takaaki, Hofert, Marius, Tsunekawa, Haruki
Format:	Preprint
Published:	2026
Subjects:	Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2604.05985