On the construction of copulas and quasi-copulas with given diagonal sections

JOURNAL ARTICLE published April 2008 in Insurance: Mathematics and Economics

Authors: Roger B. Nelsen | José Juan Quesada-Molina | José Antonio Rodríguez-Lallena | Manuel Úbeda-Flores

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

Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory

JOURNAL ARTICLE published July 2013 in Insurance: Mathematics and Economics

Research funded by French National Research Agency (ANR) (ANR-08BLAN-0314-01)

Authors: Elena Di Bernardino | Didier Rullière

Consistent Iterated Simulation of Multivariate Defaults: Markov Indicators, Lack of Memory, Extreme-Value Copulas, and the Marshall–Olkin Distribution

PROCEEDINGS ARTICLE published November 2018 in Innovations in Insurance, Risk- and Asset Management

Authors: Damiano Brigo | Jan-Frederik Mai | Matthias Scherer | Henrik Sloot

Estimating the Total Claims Distribution Using Multivariate Frequency and Severity Distributions

JOURNAL ARTICLE published September 1983 in The Journal of Risk and Insurance

Authors: J. David Cummins | Laurel J. Wiltbank

Modelling the joint distribution of competing risks survival times using copula functions

JOURNAL ARTICLE published November 2007 in Insurance: Mathematics and Economics

Authors: Vladimir K. Kaishev | Dimitrina S. Dimitrova | Steven Haberman