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Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures JOURNAL ARTICLE published September 2012 in Insurance: Mathematics and Economics |
Overcoming Past Obstacles to Insurance in the New EU Countries JOURNAL ARTICLE published April 2005 in The Geneva Papers on Risk and Insurance - Issues and Practice |
optimal number of upper order statistics used in estimation for the coefficient of tail dependence JOURNAL ARTICLE published 15 April 2017 in Afrika Statistika |
Asymptotically Unbiased Estimation of the Coefficient of Tail Dependence JOURNAL ARTICLE published March 2013 in Scandinavian Journal of Statistics |
Volume Contents JOURNAL ARTICLE published December 2005 in Drug and Alcohol Dependence |
Abstracts and Reviews JOURNAL ARTICLE published October 2005 in Insurance: Mathematics and Economics |
Preface JOURNAL ARTICLE published August 2005 in Insurance: Mathematics and Economics |
Age dependence of excitatory-inhibitory balance following stroke JOURNAL ARTICLE published July 2012 in Neurobiology of Aging Research funded by BMBF (01GZ0306) | Kompetenznetzwerk Schlaganfall BMBF (01GI0437,EU LSHB-CT-2002-018936) | JenAge (BMBF 0315581) |
Infrared properties of ultrathin oxides on Si(100) JOURNAL ARTICLE published June 2005 in Microelectronic Engineering |
A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector JOURNAL ARTICLE published 22 April 2020 in Risks |
Inference for the tail conditional allocation: Large sample properties, insurance risk assessment, and compound sums of concomitants JOURNAL ARTICLE published November 2022 in Insurance: Mathematics and Economics |
The Steklov Problem in a Half-Plane: the Dependence of Eigenvalues on a Piecewise-Constant Coefficient JOURNAL ARTICLE published June 2005 in Journal of Mathematical Sciences |
Call for Nominations JOURNAL ARTICLE published October 2005 in Drug and Alcohol Dependence |
Estimation of tail dependence coefficient in rainfall accumulation fields JOURNAL ARTICLE published September 2010 in Advances in Water Resources |
Preface JOURNAL ARTICLE published October 2005 in Insurance: Mathematics and Economics |
Instruction to Authors JOURNAL ARTICLE published January 2005 in Drug and Alcohol Dependence |
Non‐parametric Estimation of Tail Dependence JOURNAL ARTICLE published June 2006 in Scandinavian Journal of Statistics |
Trivial Units for Group Rings withG-adapted Coefficient Rings JOURNAL ARTICLE published 1 March 2005 in Canadian Mathematical Bulletin |
GARCH with generalized Pareto tail JOURNAL ARTICLE published 1 January 2021 in Open Statistics |
Estimating Power-Law Tails: Let the Tail Do the Talking BOOK CHAPTER published 9 June 2022 in The Fundamentals of Heavy Tails |