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On copulas with a trapezoid support JOURNAL ARTICLE published 14 August 2023 in Dependence Modeling |
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On Truncation Invariant Copulas and their Estimation JOURNAL ARTICLE published 26 January 2017 in Dependence Modeling |
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On copulas of self-similar Ito processes JOURNAL ARTICLE published 1 January 2021 in Dependence Modeling |
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On Conditional Value at Risk (CoVaR) for tail-dependent copulas JOURNAL ARTICLE published 26 January 2017 in Dependence Modeling |
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On the Conditional Value-at-Risk (CoVaR) in copula setting BOOK CHAPTER published 2017 in Copulas and Dependence Models with Applications |
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- Theorems for properties of copulas BOOK CHAPTER published 26 June 2014 in Dependence Modeling with Copulas |
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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 |
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A Biconvex Form for Copulas JOURNAL ARTICLE published 23 February 2016 in Dependence Modeling |
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Copulas BOOK CHAPTER published April 2001 in Correlation and Dependence |
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Bivariate copulas, norms and non-exchangeability JOURNAL ARTICLE published 3 November 2015 in Dependence Modeling |
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Characterization of pre-idempotent Copulas JOURNAL ARTICLE published 14 November 2023 in Dependence Modeling |
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Forecasting time series with multivariate copulas JOURNAL ARTICLE published 28 May 2015 in Dependence Modeling |
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Multivariate Markov Families of Copulas JOURNAL ARTICLE published 26 October 2015 in Dependence Modeling |
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Bounds on integrals with respect to multivariate copulas JOURNAL ARTICLE published 5 December 2016 in Dependence Modeling |
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- Introduction BOOK CHAPTER published 26 June 2014 in Dependence Modeling with Copulas |
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Quasi–copulas: a brief survey BOOK CHAPTER published 2017 in Copulas and Dependence Models with Applications |
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Multivariate measures of concordance for copulas and their marginals JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling |
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Joint weak hazard rate order under non-symmetric copulas JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling |
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Baire category results for quasi–copulas JOURNAL ARTICLE published 7 October 2016 in Dependence Modeling |
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Bayesian credibility premium with GB2 copulas JOURNAL ARTICLE published 1 January 2020 in Dependence Modeling |