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Discussion of “Copulas: Tales and facts”, by Thomas Mikosch

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References

  • Barndorff-Nielsen, O.E., Lindner, A.M.: Lévy copulas: dynamics and transforms of upsilon-type. Scand. J. Statist. (2006) (to appear)

  • Bregman, Y., Klüppelberg, C.: Ruin estimation in multivariate models with clayton dependence structure. Scand. Actuar. J. (2005) (to appear)

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  1. Centre for Mathematical Sciences, Technical University of Munich, Boltzmannstraße 3, D-85747, Garching, Germany

    Alexander Lindner

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  1. Alexander Lindner
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Correspondence to Alexander Lindner.

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Lindner, A. Discussion of “Copulas: Tales and facts”, by Thomas Mikosch. Extremes 9, 43–44 (2006). https://doi.org/10.1007/s10687-006-0020-0

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