Adrian O’Hagan and  Robert McLoughlin,  Estimation of the Upper Tail Dependence Coefficient for Insurance Loss Data Using an Empirical Copula-Based Approach.   journal   = {International Journal of Economics and Management Engineering}, [online]. World Academy of Science, Engineering and Technology.
    January 2014, vol. 85(1). 19 - 23
    [viewed 26 April 2024]. Available from: https://publications.waset.org/pdf/9997108.