Mai, Jan-Frederik Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case. (English) Zbl 1448.62065 Depend. Model. 7, 202-214 (2019). MSC: 62H05 62H10 60E05 26A48 PDFBibTeX XMLCite \textit{J.-F. Mai}, Depend. Model. 7, 202--214 (2019; Zbl 1448.62065) Full Text: DOI
Ressel, Paul A multivariate version of Williamson’s theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas. (English) Zbl 1434.62085 Depend. Model. 6, 356-368 (2018). MSC: 62H05 26A48 26B40 62N05 60E05 PDFBibTeX XMLCite \textit{P. Ressel}, Depend. Model. 6, 356--368 (2018; Zbl 1434.62085) Full Text: DOI