Technical and allocative inefficiency in production systems: a vine copula approach

JOURNAL ARTICLE published 31 May 2022 in Dependence Modeling

Authors: Jian Zhai | Robert James | Artem Prokhorov

Global correlation and uncertainty accounting

JOURNAL ARTICLE published 23 September 2016 in Dependence Modeling

Authors: Roger M. Cooke | Sassan Saatchi | Stephen Hagen

Multivariate medial correlation with applications

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Helena Ferreira | Marta Ferreira

About tests of the “simplifying” assumption for conditional copulas

JOURNAL ARTICLE published 28 August 2017 in Dependence Modeling

Authors: Alexis Derumigny | Jean-David Fermanian

Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions

JOURNAL ARTICLE published 1 January 2019 in Dependence Modeling

Authors: Aboubacrène Ag Ahmad | El Hadji Deme | Aliou Diop | Stéphane Girard

Exact distributions of order statistics from l_n,p-symmetric sample distributions

JOURNAL ARTICLE published 28 August 2017 in Dependence Modeling

Authors: K. Müller | W.-D. Richter

Bayesian estimation of generalized partition of unity copulas

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Andreas Masuhr | Mark Trede

Bayesian credibility premium with GB2 copulas

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Himchan Jeong | Emiliano A. Valdez

A new extreme value copula and new families of univariate distributions based on Freund’s exponential model

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Sándor Guzmics | Georg Ch. Pflug

On the control of the difference between two Brownian motions: an application to energy markets modeling

JOURNAL ARTICLE published 28 July 2016 in Dependence Modeling

Authors: Thomas Deschatre

Distributions with given marginals: the beginnings

JOURNAL ARTICLE published 16 November 2016 in Dependence Modeling

Authors: Fabrizio Durante | Giovanni Puccetti | Matthias Scherer | Steven Vanduffel

Functions operating on several multivariate distribution functions

JOURNAL ARTICLE published 17 October 2023 in Dependence Modeling

Authors: Paul Ressel

Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin

JOURNAL ARTICLE published 1 January 2021 in Dependence Modeling

Authors: Guillaume Boglioni Beaulieu | Pierre Lafaye de Micheaux | Frédéric Ouimet

Building bridges between Mathematics, Insurance and Finance

JOURNAL ARTICLE published 21 May 2015 in Dependence Modeling

Authors: Fabrizio Durante | Giovanni Puccetti | Matthias Scherer

On Copula-Itô processes

JOURNAL ARTICLE published 1 January 2019 in Dependence Modeling

Authors: Piotr Jaworski

The deFinetti representation of generalised Marshall–Olkin sequences

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Henrik Sloot

Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

JOURNAL ARTICLE published 7 February 2018 in Dependence Modeling

Authors: Kahadawala Cooray

VaR bounds in models with partial dependence information on subgroups

JOURNAL ARTICLE published 26 January 2017 in Dependence Modeling

Authors: Ludger Rüschendorf | Julian Witting

Characterization of pre-idempotent Copulas

JOURNAL ARTICLE published 14 November 2023 in Dependence Modeling

Authors: Wongtawan Chamnan | Songkiat Sumetkijakan

A Journey Beyond The Gaussian World

JOURNAL ARTICLE published 1 December 2018 in Dependence Modeling

Authors: Christian Genest | Giovanni Puccetti