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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

https://doi.org/10.1016/j.insmatheco.2006.11.011 Actions

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

https://doi.org/10.1016/j.insmatheco.2004.12.004 Actions

Discrete quasi-copulas

JOURNAL ARTICLE published August 2005 in Insurance: Mathematics and Economics

Authors: José Juan Quesada Molina | Carlo Sempi

https://doi.org/10.1016/j.insmatheco.2005.01.007 Actions

Generalized diagonal band copulas

JOURNAL ARTICLE published August 2005 in Insurance: Mathematics and Economics

Authors: Daniel Lewandowski

https://doi.org/10.1016/j.insmatheco.2004.12.006 Actions

Tail dependence for multivariate t -copulas and its monotonicity

JOURNAL ARTICLE published April 2008 in Insurance: Mathematics and Economics

Authors: Yin Chan | Haijun Li

https://doi.org/10.1016/j.insmatheco.2007.08.008 Actions

Using distortions of copulas to price synthetic CDOs

JOURNAL ARTICLE published June 2008 in Insurance: Mathematics and Economics

Authors: Glenis Crane | John van der Hoek

https://doi.org/10.1016/j.insmatheco.2007.10.007 Actions

Heavy-tailed longitudinal data modeling using copulas

JOURNAL ARTICLE published April 2008 in Insurance: Mathematics and Economics

Authors: Jiafeng Sun | Edward W. Frees | Marjorie A. Rosenberg

https://doi.org/10.1016/j.insmatheco.2007.09.009 Actions

Joint characteristic functions construction via copulas

JOURNAL ARTICLE published October 2010 in Insurance: Mathematics and Economics

Authors: Janez Komelj | Mihael Perman

https://doi.org/10.1016/j.insmatheco.2010.06.003 Actions

Corrigendum to “Incorporating big microdata in life table construction: A hypothesis-free estimator” [Insurance Math. Econom. 88 (2019) 138–150]

JOURNAL ARTICLE published November 2021 in Insurance: Mathematics and Economics

Authors: Josep Lledó | Jose M. Pavía | Francisco G. Morillas-Jurado

https://doi.org/10.1016/j.insmatheco.2021.02.003 Actions

On a simple quasi-Monte Carlo approach for classical ultimate ruin probabilities

JOURNAL ARTICLE published June 2008 in Insurance: Mathematics and Economics

Authors: Ibrahim Coulibaly | Claude Lefèvre

https://doi.org/10.1016/j.insmatheco.2007.10.008 Actions
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