Cossette, Hélène; Gadoury, Simon-Pierre; Marceau, Etienne; Robert, Christian Y. Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. (English) Zbl 1419.62120 J. Multivariate Anal. 172, 59-83 (2019). MSC: 62H05 62H30 60E05 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Multivariate Anal. 172, 59--83 (2019; Zbl 1419.62120) Full Text: DOI
Cossette, Hélène; Côté, Marie-Pier; Mailhot, Mélina; Marceau, Etienne A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks. (English) Zbl 1292.62077 J. Multivariate Anal. 130, 1-20 (2014). MSC: 62H10 62P05 91B30 PDFBibTeX XMLCite \textit{H. Cossette} et al., J. Multivariate Anal. 130, 1--20 (2014; Zbl 1292.62077) Full Text: DOI