Survival copulas

Discussion in 'SP9' started by r_v.s, Mar 29, 2014.

  1. r_v.s

    r_v.s Member

    How does one generally find survival copula of a d dimensional copula?
     
  2. Simon James

    Simon James ActEd Tutor Staff Member

    With difficulty!

    The d-dimensional case (d>2) gets quite messy as the number of combinations increases. If you are interested see here
     
  3. r_v.s

    r_v.s Member

    Messy indeed :)
    Thanks so much!!!!
     

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