摘要
Copula建模被广泛应用于金融保险、地质统计学和水文学等领域.本文利用Rüschendorf方法构造了新的Copula,并研究其相关性测度.
Copula modelling is widely used in finance and insurance,geostatistics and hydrology,etc.In this paper,we construct a new Copula based on Rüschendorf method and study some dependence measures of the newly constructed Copula.
作者
彭定忠
何帆
刘朝才
PENG Dingzhong;HE Fan;LIU Zhaocai(School of Mathematics,Hunan Institute of Science and Technology,Yueyang 414006,China)
出处
《湖南理工学院学报（自然科学版）》
CAS
2020年第1期6-9,共4页
Journal of Hunan Institute of Science and Technology(Natural Sciences)
