Copulas with fractal supports

JOURNAL ARTICLE published August 2005 in Insurance: Mathematics and Economics

Authors: Gregory A. Fredricks | Roger B. Nelsen | José Antonio Rodríguez-Lallena

Fair valuation of participating policies with surrender options and regime switching

JOURNAL ARTICLE published December 2005 in Insurance: Mathematics and Economics

Authors: Tak Kuen Siu

Outpatient alcoholism treatment: Predictors of outcome after 3 years

JOURNAL ARTICLE published October 2005 in Drug and Alcohol Dependence

Authors: Miriam Bottlender | Michael Soyka

Optical and dielectric properties of gadolinium–erbium oxide films prepared on Si(100) substrate

JOURNAL ARTICLE published February 2005 in Applied Physics A

Authors: A.A. Dakhel

Temperature Dependence of the Effective Coefficient of Auger Recombination in 1.3 μm InAs∕GaAs QD Lasers

JOURNAL ARTICLE published 2005 in Semiconductors

Authors: I. I. Novikov

Temperature Dependence of the Non-Linearity Coefficient of Strontium Titanate

JOURNAL ARTICLE published July 2005 in Ferroelectrics

Authors: J. Dec | W. Kleemann | M. Itoh

Norm dependence of the coefficient map on the window size.

JOURNAL ARTICLE published 1 December 1993 in MATHEMATICA SCANDINAVICA

Authors: T. I. Seidman | M. S. Gowda

Acyclic coefficient systems on buildings

JOURNAL ARTICLE published May 2005 in Compositio Mathematica

Authors: Elmar Grosse-Klönne

On the invariant properties of notions of positive dependence and copulas under increasing transformations

JOURNAL ARTICLE published January 2012 in Insurance: Mathematics and Economics

Authors: Jun Cai | Wei Wei

Estimating Lower Tail Dependence Between Pairs of Poverty Dimensions in Europe

JOURNAL ARTICLE published June 2023 in Review of Income and Wealth

Authors: Antonella D’agostino | Giovanni De Luca | Dominique Guégan

Studies in the Middle English Didactic Tail-Rhyme Romances. Masaji Tajiri

JOURNAL ARTICLE published January 2005 in Speculum

Authors: Eve Salisbury

On estimating the diffusion coefficient: parametric versus nonparametric

JOURNAL ARTICLE published June 2001 in Annales de l'Institut Henri Poincare (B) Probability and Statistics

Authors: M Hoffmann

Static-arbitrage optimal subreplicating strategies for basket options

JOURNAL ARTICLE published December 2005 in Insurance: Mathematics and Economics

Authors: David Hobson | Peter Laurence | Tai-Ho Wang

Case studies in multivariate-to-anything transforms for partially specified random vector generation

JOURNAL ARTICLE published August 2005 in Insurance: Mathematics and Economics

Authors: Stephen Stanhope

The Tail Probability of Discounted Sums of Pareto-like Losses in Insurance

JOURNAL ARTICLE published November 2005 in Scandinavian Actuarial Journal

Authors: Marc J. Goovaerts | Rob Kaas | Roger J.A. Laeven | Qihe Tang | Raluca Vernic

In memory of Bruno Bassan: Short biography and list of publications

JOURNAL ARTICLE published August 2005 in Insurance: Mathematics and Economics

Authors: Marco Scarsini | Fabio Spizzichino

Temperature dependence of the tangential momentum accommodation coefficient for gases

JOURNAL ARTICLE published 28 February 2005 in Applied Physics Letters

Authors: Bing-Yang Cao | Min Chen | Zeng-Yuan Guo

Statistical properties of estimators for the log-optimal portfolio

JOURNAL ARTICLE published August 2020 in Mathematical Methods of Operations Research

Authors: Gabriel Frahm

Additivity properties for Value-at-Risk under Archimedean dependence and heavy-tailedness

JOURNAL ARTICLE published April 2009 in Insurance: Mathematics and Economics

Authors: Paul Embrechts | Johanna Nešlehová | Mario V. Wüthrich

On the Molar Mass Dependence of the Thermal Diffusion Coefficient of Polymer Solutions

JOURNAL ARTICLE published 1 May 2005 in Macromolecules

Authors: J. Rauch | W. Köhler