Patches item #2908279, was opened at 2009-12-03 18:19
Message generated for change (Settings changed) made by hachemidxp
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Category: None
Group: None
Status: Open
Resolution: None
Priority: 5
Private: No
Submitted By: Hachemi Benyahia (hachemidxp)
>Assigned to: Ferdinando Ametrano (nando)
Summary: Additional copulas
Initial Comment:
Additional copulas used in risk management:
- Ali-Mikhail-Haq copula
- Galambos copula
- Husler-Reiss copula
- Plackett copula
Thank you
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