A note on bivariate Archimax copulas

JOURNAL ARTICLE published 1 October 2018 in Dependence Modeling

Authors: Fabrizio Durante | Juan Fernández Sánchez | Carlo Sempi

On copulas with a trapezoid support

JOURNAL ARTICLE published 14 August 2023 in Dependence Modeling

Authors: Piotr Jaworski

Bivariate copulas, norms and non-exchangeability

JOURNAL ARTICLE published 3 November 2015 in Dependence Modeling

Authors: Pier Luigi Papini

On Truncation Invariant Copulas and their Estimation

JOURNAL ARTICLE published 26 January 2017 in Dependence Modeling

Authors: Piotr Jaworski

Polynomial bivariate copulas of degree five: characterization and some particular inequalities

JOURNAL ARTICLE published 1 January 2021 in Dependence Modeling

Authors: Adam Šeliga | Manuel Kauers | Susanne Saminger-Platz | Radko Mesiar | Anna Kolesárová | Erich Peter Klement

On copulas of self-similar Ito processes

JOURNAL ARTICLE published 1 January 2021 in Dependence Modeling

Authors: Piotr Jaworski | Marcin Krzywda

On Conditional Value at Risk (CoVaR) for tail-dependent copulas

JOURNAL ARTICLE published 26 January 2017 in Dependence Modeling

Authors: Piotr Jaworski

About the exact simulation of bivariate (reciprocal) Archimax copulas

JOURNAL ARTICLE published 2 May 2022 in Dependence Modeling

Authors: Jan-Frederik Mai

Lorenz-generated bivariate Archimedean copulas

JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling

Authors: Andrea Fontanari | Pasquale Cirillo | Cornelis W. Oosterlee

A link between Kendall’s τ, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support

JOURNAL ARTICLE published 10 November 2023 in Dependence Modeling

Authors: Juan Fernández Sánchez | Wolfgang Trutschnig

Baire category results for quasi–copulas

JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Wolfgang Trutschnig

Maximal asymmetry of bivariate copulas and consequences to measures of dependence

JOURNAL ARTICLE published 24 August 2022 in Dependence Modeling

Authors: Florian Griessenberger | Wolfgang Trutschnig

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

Solution to an open problem about a transformation on the space of copulas

JOURNAL ARTICLE published 10 January 2014 in Dependence Modeling

Authors: Fabrizio Durante | Juan Fernández-Sánchez | Wolfgang Trutschnig

My introduction to copulas

JOURNAL ARTICLE published 26 January 2017 in Dependence Modeling

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

Characterizations of bivariate conic, extreme value, and Archimax copulas

JOURNAL ARTICLE published 26 January 2017 in Dependence Modeling

Authors: Susanne Saminger-Platz | José De Jesús Arias-García | Radko Mesiar | Erich Peter Klement

On the Conditional Value-at-Risk (CoVaR) in copula setting

BOOK CHAPTER published 2017 in Copulas and Dependence Models with Applications

Authors: Piotr Jaworski

Characterization of pre-idempotent Copulas

JOURNAL ARTICLE published 14 November 2023 in Dependence Modeling

Authors: Wongtawan Chamnan | Songkiat Sumetkijakan

- Copula construction methods

BOOK CHAPTER published 26 June 2014 in Dependence Modeling with Copulas

Fast inference methods for high-dimensional factor copulas

JOURNAL ARTICLE published 9 September 2022 in Dependence Modeling

Authors: Alex Verhoijsen | Pavel Krupskiy