MODELING PORTFOLIO LOSS DEPENDENCE USING FRÉCHET DISTRIBUTION AND NESTED CLAYTON COPULAS. Far East Journal of Theoretical Statistics , [S. l.], v. 69, n. 3, p. 499–517, 2025. DOI: 10.17654/0972086325023. Disponível em: https://pphmjopenaccess.com/fejts/article/view/4070. Acesso em: 5 jan. 2026.