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A note on bivariate Archimax copulas

JOURNAL ARTICLE published 1 October 2018 in Dependence Modeling

Authors: Fabrizio Durante | Juan Fernández Sánchez | Carlo Sempi

https://doi.org/10.1515/demo-2018-0011 Actions

A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf

JOURNAL ARTICLE published 29 October 2015 in Dependence Modeling

Authors: Fabrizio Durante | Giovanni Puccetti | Matthias Scherer

https://doi.org/10.1515/demo-2015-0013 Actions

The gentleman copulist

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Christian Genest | Matthias Scherer

https://doi.org/10.1515/demo-2020-0002 Actions

Copula–based clustering methods

BOOK CHAPTER published 2017 in Copulas and Dependence Models with Applications

Authors: F. Marta L. Di Lascio | Fabrizio Durante | Roberta Pappadà

https://doi.org/10.1007/978-3-319-64221-5_4 Actions

Transformation of a copula using the associated co-copula

JOURNAL ARTICLE published 1 December 2018 in Dependence Modeling

Authors: Stéphane Girard

https://doi.org/10.1515/demo-2018-0017 Actions

Modeling Dependence Between Financial Returns Using Pair-Copula Constructions

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Kjersti Aas | Daniel Berg

https://doi.org/10.1142/9789814299886_0015 Actions

The Copula Information Criterion and Its Implications for the Maximum Pseudo-Likelihood Estimator

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Steffen Grønneberg

https://doi.org/10.1142/9789814299886_0006 Actions

Quasi–copulas: a brief survey

BOOK CHAPTER published 2017 in Copulas and Dependence Models with Applications

Authors: Carlo Sempi

https://doi.org/10.1007/978-3-319-64221-5_13 Actions

Copula-based dependence measures

JOURNAL ARTICLE published 10 January 2014 in Dependence Modeling

Authors: Eckhard Liebscher

https://doi.org/10.2478/demo-2014-0004 Actions

Copula–Induced Measures of Concordance

JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling

Authors: Sebastian Fuchs

https://doi.org/10.1515/demo-2016-0011 Actions

Building bridges between Mathematics, Insurance and Finance

JOURNAL ARTICLE published 21 May 2015 in Dependence Modeling

Authors: Fabrizio Durante | Giovanni Puccetti | Matthias Scherer

https://doi.org/10.1515/demo-2015-0002 Actions

Multivariate Copulae

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Matthias Fischer

https://doi.org/10.1142/9789814299886_0002 Actions

Counting Vines

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: O. Morales-Nápoles

https://doi.org/10.1142/9789814299886_0009 Actions

On Copula-Itô processes

JOURNAL ARTICLE published 1 January 2019 in Dependence Modeling

Authors: Piotr Jaworski

https://doi.org/10.1515/demo-2019-0017 Actions

Introduction: Dependence Modeling

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka

https://doi.org/10.1142/9789814299886_0001 Actions

Summary and Future Directions

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka

https://doi.org/10.1142/9789814299886_0017 Actions

BACK MATTER

OTHER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka | Harry Joe

https://doi.org/10.1142/9789814299886_bmatter Actions

Optimal Truncation of Vines

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka

https://doi.org/10.1142/9789814299886_0011 Actions

FRONT MATTER

OTHER published December 2010 in Dependence Modeling

Authors: Dorota Kurowicka | Harry Joe

https://doi.org/10.1142/9789814299886_fmatter Actions

Tail Dependence in Vine Copulae

BOOK CHAPTER published December 2010 in Dependence Modeling

Authors: Harry Joe

https://doi.org/10.1142/9789814299886_0008 Actions
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