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Content
2024, Volume 12, Issue 1
- 1-12 Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
by Mai Jan-Frederik - 1-13 Using sums-of-squares to prove Gaussian product inequalities
by Russell Oliver & Sun Wei - 1-16 Geometry of generators of triangular norms and copulas
by Houšková Kamila & Navara Mirko - 1-18 Assessing copula models for mixed continuous-ordinal variables
by Pan Shenyi & Joe Harry - 1-27 On the construction of stationary processes and random fields
by Lee Jeonghwa - 1-31 Decomposition and graphical correspondence analysis of checkerboard copulas
by Grothe Oliver & Rieger Jonas - 1-36 Dependence properties of bivariate copula families
by Ansari Jonathan & Rockel Marcus - 1-36 On comprehensive families of copulas involving the three basic copulas and transformations thereof
by Saminger-Platz Susanne & Kolesárová Anna & Šeliga Adam & Mesiar Radko & Klement Erich Peter
January 2024, Volume 12, Issue 1
- 1-12 Invariance properties of limiting point processes and applications to clusters of extremes
by Janßen Anja & Segers Johan
January 2023, Volume 11, Issue 1
- 1-9 Consistency of mixture models with a prior on the number of components
by Miller Jeffrey W. - 1-11 Functions operating on several multivariate distribution functions
by Ressel Paul - 1-12 Characterization of pre-idempotent Copulas
by Chamnan Wongtawan & Sumetkijakan Songkiat - 1-14 A link between Kendall’s τ, the length measure and the surface of bivariate copulas, and a consequence to copulas with self-similar support
by Sánchez Juan Fernández & Trutschnig Wolfgang - 1-15 An optimal transport-based characterization of convex order
by Wiesel Johannes & Zhang Erica - 1-16 When copulas and smoothing met: An interview with Irène Gijbels
by Genest Christian & Scherer Matthias - 1-17 Test of bivariate independence based on angular probability integral transform with emphasis on circular-circular and circular-linear data
by Fernández-Durán Juan José & Gregorio-Domínguez María Mercedes - 1-19 Constructing models for spherical and elliptical densities
by Liebscher Eckhard - 1-22 Joint lifetime modeling with matrix distributions
by Albrecher Hansjörg & Bladt Martin & Müller Alaric J. A. - 1-23 On copulas with a trapezoid support
by Jaworski Piotr - 1-26 Testing for explosive bubbles: a review
by Skrobotov Anton
2023, Volume 11, Issue 1
- 1-15 Mutual volatility transmission between assets and trading places
by Masuhr Andreas & Trede Mark - 1-15 A nonparametric test for comparing survival functions based on restricted distance correlation
by Zhang Qingyang - 1-17 Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
by Lefèvre Claude & Picard Philippe
January 2022, Volume 10, Issue 1
- 1-21 Nonparametric C- and D-vine-based quantile regression
by Tepegjozova Marija & Zhou Jing & Claeskens Gerda & Czado Claudia - 22-28 A topological proof of Sklar’s theorem in arbitrary dimensions
by Benth Fred Espen & Nunno Giulia Di & Schroers Dennis - 29-47 About the exact simulation of bivariate (reciprocal) Archimax copulas
by Mai Jan-Frederik - 48-57 The stopped clock model
by Ferreira Helena & Ferreira Marta - 58-86 Disentangling the impact of mean reversion in estimating policy response with dynamic panels
by Besstremyannaya Galina & Golovan Sergei - 87-107 Time series with infinite-order partial copula dependence
by Bladt Martin & McNeil Alexander J. - 108-122 On correlated measurement errors in the Schwartz–Smith two-factor model
by Han Jun S. & Kordzakhia Nino & Shevchenko Pavel V. & Trück Stefan - 123-144 Dependence modeling in stochastic frontier analysis
by Mamonov Mikhail E. & Parmeter Christopher F. & Prokhorov Artem B. - 145-158 Technical and allocative inefficiency in production systems: a vine copula approach
by Zhai Jian & James Robert & Prokhorov Artem - 159-176 Equity returns and sentiment
by Huang Zibin & Ibragimov Rustam - 177-190 Networks of causal relationships in the U.S. stock market
by Shirokikh Oleg & Pastukhov Grigory & Semenov Alexander & Butenko Sergiy & Veremyev Alexander & Pasiliao Eduardo L. & Boginski Vladimir - 191-206 Predictability of cryptocurrency returns: evidence from robust tests
by He Siyun & Ibragimov Rustam - 207-214 Applying spline-based phase analysis to macroeconomic dynamics
by Lyudmila Gadasina & Lyudmila Vyunenko - 215-224 Analyzing and forecasting financial series with singular spectral analysis
by Makshanov Andrey & Musaev Alexander & Grigoriev Dmitry - 225-235 Stable tail dependence functions – some basic properties
by Ressel Paul - 236-244 A combinatorial proof of the Gaussian product inequality beyond the MTP2 case
by Genest Christian & Ouimet Frédéric - 245-269 Maximal asymmetry of bivariate copulas and consequences to measures of dependence
by Griessenberger Florian & Trutschnig Wolfgang - 270-289 Fast inference methods for high-dimensional factor copulas
by Verhoijsen Alex & Krupskiy Pavel - 290-307 Multiple inflated negative binomial regression for correlated multivariate count data
by Mathews Joseph & Bhattacharya Sumangal & Sen Sumen & Das Ishapathik - 308-343 Implementing Markovian models for extendible Marshall–Olkin distributions
by Sloot Henrik
January 2021, Volume 9, Issue 1
- 1-12 Generalized Bernoulli process with long-range dependence and fractional binomial distribution
by Lee Jeonghwa - 13-42 Polynomial bivariate copulas of degree five: characterization and some particular inequalities
by Šeliga Adam & Kauers Manuel & Saminger-Platz Susanne & Mesiar Radko & Kolesárová Anna & Klement Erich Peter - 43-61 Multivariate radial symmetry of copula functions: finite sample comparison in the i.i.d case
by Billio Monica & Frattarolo Lorenzo & Guégan Dominique - 62-81 Explaining predictive models using Shapley values and non-parametric vine copulas
by Aas Kjersti & Nagler Thomas & Jullum Martin & Løland Anders - 82-120 Study of partial and average conditional Kendall’s tau
by Gijbels Irène & Matterne Margot - 121-140 Detecting departures from meta-ellipticity for multivariate stationary time series
by Bücher Axel & Jaser Miriam & Min Aleksey - 141-155 Generalized Bernoulli process: simulation, estimation, and application
by Lee Jeonghwa - 156-178 Asymptotic normality of the relative error regression function estimator for censored and time series data
by Bouhadjera Feriel & Saïd Elias Ould - 179-198 Hoeffding–Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application
by Mercadier Cécile & Ressel Paul - 199-199 Special Issue on copulas in memory of Abe Sklar (1925-2020)
by Puccetti Giovanni - 200-224 A tribute to Abe Sklar
by Genest Christian - 225-242 On partially Schur-constant models and their associated copulas
by Lefèvre Claude - 243-266 On copulas of self-similar Ito processes
by Jaworski Piotr & Krzywda Marcin - 267-306 Sklar’s theorem, copula products, and ordering results in factor models
by Ansari Jonathan & Rüschendorf Ludger - 307-326 On convergence of associative copulas and related results
by Kasper Thimo M. & Fuchs Sebastian & Trutschnig Wolfgang - 327-346 Generating unfavourable VaR scenarios under Solvency II with patchwork copulas
by Pfeifer Dietmar & Ragulina Olena - 347-373 New results on perturbation-based copulas
by Saminger-Platz Susanne & Kolesárová Anna & Šeliga Adam & Mesiar Radko & Klement Erich Peter - 374-384 On a general class of gamma based copulas
by Arnold Barry C. & Arvanitis Matthew - 385-393 Dispersive order comparisons on extreme order statistics from homogeneous dependent random vectors
by Mesfioui Mhamed & Trufin Julien - 394-423 Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes
by Foschi Rachele & Nappo Giovanna & Spizzichino Fabio L. - 424-438 Counterexamples to the classical central limit theorem for triplewise independent random variables having a common arbitrary margin
by Beaulieu Guillaume Boglioni & de Micheaux Pierre Lafaye & Ouimet Frédéric - 439-459 Detection of arbitrage opportunities in multi-asset derivatives markets
by Papapantoleon Antonis & Yanez Sarmiento Paulo
January 2020, Volume 8, Issue 1
- 1-33 Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
by Nappo Giovanna & Spizzichino Fabio - 1-33 Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
by Nappo Giovanna & Spizzichino Fabio - 34-44 The gentleman copulist: An interview with Carlo Sempi
by Genest Christian & Scherer Matthias - 34-44 The gentleman copulist: An interview with Carlo Sempi
by Genest Christian & Scherer Matthias - 45-69 Modelling with star-shaped distributions
by Liebscher Eckhard & Richter Wolf-Dieter - 45-69 Modelling with star-shaped distributions
by Liebscher Eckhard & Richter Wolf-Dieter - 70-92 Checkerboard copula defined by sums of random variables
by Kuzmenko Viktor & Salam Romel & Uryasev Stan - 70-92 Checkerboard copula defined by sums of random variables
by Kuzmenko Viktor & Salam Romel & Uryasev Stan - 93-106 Insurance applications of dependence modeling: An interview with Edward (Jed) Frees
by Genest Christian & Scherer Matthias - 93-106 Insurance applications of dependence modeling: An interview with Edward (Jed) Frees
by Genest Christian & Scherer Matthias - 107-118 The deFinetti representation of generalised Marshall–Olkin sequences
by Sloot Henrik - 107-118 The deFinetti representation of generalised Marshall–Olkin sequences
by Sloot Henrik - 119-131 Bayesian estimation of generalized partition of unity copulas
by Masuhr Andreas & Trede Mark - 119-131 Bayesian estimation of generalized partition of unity copulas
by Masuhr Andreas & Trede Mark - 132-156 Bivariate box plots based on quantile regression curves
by Navarro Jorge - 132-156 Bivariate box plots based on quantile regression curves
by Navarro Jorge - 157-171 Bayesian credibility premium with GB2 copulas
by Jeong Himchan & Valdez Emiliano A. - 157-171 Bayesian credibility premium with GB2 copulas
by Jeong Himchan & Valdez Emiliano A. - 172-185 Optimizing effective numbers of tests by vine copula modeling
by Steffen Nico & Dickhaus Thorsten - 186-209 Lorenz-generated bivariate Archimedean copulas
by Fontanari Andrea & Cirillo Pasquale & Oosterlee Cornelis W. - 210-220 The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
by Mai Jan-Frederik - 221-238 Nonparametric relative recursive regression
by Slaoui Yousri & Khardani Salah - 239-253 Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
by Bernard Carole & Müller Alfred - 254-261 Quadratic transformation of multivariate aggregation functions
by Boonmee Prakassawat & Tasena Santi - 262-262 Erratum regarding “Optimizing effective numbers of tests by vine copula modeling”
by Steffen Nico & Dickhaus Thorsten - 263-297 Detecting and modeling critical dependence structures between random inputs of computer models
by Benoumechiara Nazih & Bousquet Nicolas & Michel Bertrand & Saint-Pierre Philippe - 298-329 State dependent correlations in the Vasicek default model
by Metzler A. - 330-360 A new extreme value copula and new families of univariate distributions based on Freund’s exponential model
by Guzmics Sándor & Pflug Georg Ch. - 361-372 Multivariate medial correlation with applications
by Ferreira Helena & Ferreira Marta - 373-395 Two symmetric and computationally efficient Gini correlations
by Vanderford Courtney & Sang Yongli & Dang Xin - 396-416 On quantile based co-risk measures and their estimation
by Fuchs Sebastian & Trutschnig Wolfgang - 417-440 Copula modeling for discrete random vectors
by Geenens Gery
January 2019, Volume 7, Issue 1
- 53-125 Structural change in the link between oil and the European stock market: implications for risk management
by Ferreiro Javier Ojea - 126-132 On the lower bound of Spearman’s footrule
by Fuchs Sebastian & McCord Yann - 133-149 Copula multivariate GARCH model with constrained Hamiltonian Monte Carlo
by Burda Martin & Bélisle Louis - 150-168 Exponential inequalities for nonstationary Markov chains
by Alquier Pierre & Doukhan Paul & Fan Xiequan - 169-180 The world of vines: An interview with Claudia Czado
by Genest Christian & Scherer Matthias - 181-201 New copulas based on general partitions-of-unity (part III) — the continuous case
by Pfeifer Dietmar & Mändle Andreas & Ragulina Olena & Girschig Côme - 202-214 Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case
by Mai Jan-Frederik - 215-233 Probability of ruin in discrete insurance risk model with dependent Pareto claims
by Constantinescu Corina D. & Kozubowski Tomasz J. & Qian Haoyu H. - 234-246 A latent class analysis towards stability and changes in breadwinning patterns among coupled households
by Pennoni Fulvia & Nakai Miki - 247-258 Copulas, stable tail dependence functions, and multivariate monotonicity
by Ressel Paul - 259-278 On a class of norms generated by nonnegative integrable distributions
by Falk Michael & Stupfler Gilles - 279-291 On the asymptotic covariance of the multivariate empirical copula process
by Genest Christian & Mesfioui Mhamed & Nešlehová Johanna G. - 292-321 On kernel-based estimation of conditional Kendall’s tau: finite-distance bounds and asymptotic behavior
by Derumigny Alexis & Fermanian Jean-David - 322-347 On Copula-Itô processes
by Jaworski Piotr - 348-364 Dependence measure for length-biased survival data using copulas
by Bentoumi Rachid & Mesfioui Mhamed & Alvo Mayer - 365-374 Fitting heavy-tailed mixture models with CVaR constraints
by Pertaia Giorgi & Uryasev Stan - 375-393 Optimal bandwidth selection for recursive Gumbel kernel density estimators
by Slaoui Yousri - 394-417 Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
by Ahmad Aboubacrène Ag & Deme El Hadji & Diop Aliou & Girard Stéphane
February 2019, Volume 7, Issue 1
- 1-23 Volatility filtering in estimation of kurtosis (and variance)
by Anatolyev Stanislav - 24-44 Modelling cascading effects for systemic risk: Properties of the Freund copula
by Guzmics Sándor & Pflug Georg Ch.
March 2019, Volume 7, Issue 1
- 45-52 A simple proof of Pitman–Yor’s Chinese restaurant process from its stick-breaking representation
by Lawless Caroline & Arbel Julyan
October 2018, Volume 6, Issue 1
- 178-182 A note on bivariate Archimax copulas
by Durante Fabrizio & Sánchez Juan Fernández & Sempi Carlo - 183-196 The strong Fatou property of risk measures
by Chen Shengzhong & Gao Niushan & Xanthos Foivos
July 2018, Volume 6, Issue 1
- 156-177 Stochastic comparisons and bounds for conditional distributions by using copula properties
by Navarro Jorge & Sordo Miguel A.
December 2018, Volume 6, Issue 1
- 288-297 A Journey Beyond The Gaussian World: An interview with Harry Joe
by Genest Christian & Puccetti Giovanni - 298-308 Transformation of a copula using the associated co-copula
by Girard Stéphane - 309-330 The Default Risk Charge approach to regulatory risk measurement processes
by Bonollo Michele & Persio Luca Di & Prezioso Luca - 331-355 Testing the symmetry of a dependence structure with a characteristic function
by Bahraoui Tarik & Bouezmarni Taoufik & Quessy Jean-François - 356-368 A multivariate version of Williamson’s theorem, ℓ-symmetric survival functions, and generalized Archimedean copulas
by Ressel Paul - 369-376 A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
by Trutschnig Wolfgang & Mroz Thomas - 377-407 Predictive analytics of insurance claims using multivariate decision trees
by Quan Zhiyu & Valdez Emiliano A.
November 2018, Volume 6, Issue 1
- 197-227 Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
by Kadiri Nadia & Rabhi Abbes & Bouchentouf Amina Angelika - 228-258 Law invariant risk measures and information divergences
by Lacker Daniel - 259-287 Ordering risk bounds in factor models
by Ansari Jonathan & Rüschendorf Ludger
June 2018, Volume 6, Issue 1
- 102-113 Risk bounds with additional information on functionals of the risk vector
by Rüschendorf L. - 114-130 Copulas, credit portfolios, and the broken heart syndrome
by Puccetti Giovanni & Scherer Matthias - 131-138 A generalized class of correlated run shock models
by Yalcin Femin & Eryilmaz Serkan & Bozbulut Ali Riza - 139-155 Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
by Fernández-Sánchez Juan & Úbeda-Flores Manuel
February 2018, Volume 6, Issue 1
- 1-18 Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
by Cooray Kahadawala - 19-46 Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
by Jin Xisong & Lehnert Thorsten - 47-62 Maximum asymmetry of copulas revisited
by Kamnitui Noppadon & Fernández-Sánchez Juan & Trutschnig Wolfgang
December 2017, Volume 5, Issue 1
- 256-267 The Vine Philosopher: An interview with Roger Cooke
by Durante Fabrizio & Puccetti Giovanni & Scherer Matthias & Vanduffel Steven - 268-294 A joint regression modeling framework for analyzing bivariate binary data in R
by Marra Giampiero & Radice Rosalba - 295-303 A two-component copula with links to insurance
by Ismail S. & Yu G. & Reinert G. & Maynard T. - 304-315 CMPH: a multivariate phase-type aggregate loss distribution
by Ren Jiandong & Zitikis Ricardas - 316-329 Measuring herd behavior: properties and pitfalls
by Lee Woojoo & Ahn Jae Youn - 330-353 A simple non-parametric goodness-of-fit test for elliptical copulas
by Jaser Miriam & Haug Stephan & Min Aleksey - 354-374 Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets
by Gan Guojun & Valdez Emiliano A. - 375-399 Dependent defaults and losses with factor copula models
by Ackerer Damien & Vatter Thibault
October 2017, Volume 5, Issue 1
- 246-255 New copulas based on general partitions-of-unity and their applications to risk management (part II)
by Pfeifer Dietmar & Mändle Andreas & Ragulina Olena
January 2017, Volume 5, Issue 1
- 1-19 On Conditional Value at Risk (CoVaR) for tail-dependent copulas
by Jaworski Piotr - 20-44 Multivariate extensions of expectiles risk measures
by Maume-Deschamps Véronique & Rullière Didier & Said Khalil - 45-58 Characterizations of bivariate conic, extreme value, and Archimax copulas
by Saminger-Platz Susanne & De Jesús Arias-García José & Mesiar Radko & Klement Erich Peter - 59-74 VaR bounds in models with partial dependence information on subgroups
by Rüschendorf Ludger & Witting Julian - 75-87 Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas
by Górecki J. & Hofert M. & Holeňa M. - 88-98 My introduction to copulas: An interview with Roger Nelsen
by Durante Fabrizio & Puccetti Giovanni & Scherer Matthias & Vanduffel Steven - 99-120 Nonparametric estimation of simplified vine copula models: comparison of methods
by Nagler Thomas & Schellhase Christian & Czado Claudia - 121-132 Inference for copula modeling of discrete data: a cautionary tale and some facts
by Faugeras Olivier P. - 133-144 On Truncation Invariant Copulas and their Estimation
by Jaworski Piotr - 145-153 On capital allocation for stochastic arrangement increasing actuarial risks
by Pan Xiaoqing & Li Xiaohu
August 2017, Volume 5, Issue 1
- 154-197 About tests of the “simplifying” assumption for conditional copulas
by Derumigny Alexis & Fermanian Jean-David - 198-220 Copula-Based Dependence Measures For Piecewise Monotonicity
by Liebscher Eckhard - 221-245 Exact distributions of order statistics from ln,p-symmetric sample distributions
by Müller K. & Richter W.-D.
May 2016, Volume 6, Issue 1
- 63-87 Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?
by Hüttner Amelie & Mai Jan-Frederik & Mineo Stefano - 88-101 Domination of sample maxima and related extremal dependence measures
by Hashorva Enkelejd
November 2016, Volume 4, Issue 1
- 1-14 Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio
by Durante Fabrizio & Puccetti Giovanni & Scherer Matthias & Vanduffel Steven - 1-26 A proximity based macro stress testing framework
by Waelchli Boris
December 2016, Volume 4, Issue 1
- 1-11 Bounds on integrals with respect to multivariate copulas
by Preischl Michael - 1-14 VaR bounds for joint portfolios with dependence constraints
by Puccetti Giovanni & Rüschendorf Ludger & Manko Dennis - 1-18 Lévy copulae for financial returns
by Okhrin Ostap - 1-19 An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
by Gan Guojun & Valdez Emiliano A. - 1-20 On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
by Di Bernardino Elena & Rullière Didier - 1-20 Robustness regions for measures of risk aggregation
by Pesenti Silvana M. & Millossovich Pietro & Tsanakas Andreas - 1-22 Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances
by Devolder Pierre & Lebègue Adrien
October 2016, Volume 4, Issue 1
- 1-9 Baire category results for quasi–copulas
by Durante Fabrizio & Fernández-Sánchez Juan & Trutschnig Wolfgang - 1-10 Copula–Induced Measures of Concordance
by Fuchs Sebastian - 1-13 Multivariate measures of concordance for copulas and their marginals
by Taylor M. D. - 1-15 Joint weak hazard rate order under non-symmetric copulas
by Pellerey Franco & Spizzichino Fabio
July 2016, Volume 4, Issue 1
- 1-18 New copulas based on general partitions-of-unity and their applications to risk management
by Pfeifer Dietmar & Tsatedem Hervé Awoumlac & Mändle Andreas & Girschig Côme - 1-20 On the control of the difference between two Brownian motions: a dynamic copula approach
by Deschatre Thomas - 1-23 On the control of the difference between two Brownian motions: an application to energy markets modeling
by Deschatre Thomas
February 2016, Volume 4, Issue 1
- 1-13 A Biconvex Form for Copulas
by Fuchs Sebastian - 1-29 Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}
by Müller K. & Richter W.-D. - 1-33 Extreme value distributions for dependent jointly ln,p-symmetrically distributed random variables
by Müller K. & Richter W.-D.
September 2016, Volume 4, Issue 1
- 1-6 Global correlation and uncertainty accounting
by Cooke Roger M. & Saatchi Sassan & Hagen Stephen
May 2016, Volume 4, Issue 1
- 1-14 Stat Trek. An interview with Christian Genest
by Durante Fabrizio & Puccetti Giovanni & Scherer Matthias & Vanduffel Steven
March 2016, Volume 4, Issue 1
- 1-33 Bregman superquantiles. Estimation methods and applications
by Labopin-Richard T. & Gamboa F. & Garivier A. & Iooss B.
June 2015, Volume 3, Issue 1
- 1-15 Measuring association via lack of co-monotonicity: the LOC index and a problem of educational assessment
by Qoyyimi Danang Teguh & Zitikis Ricardas
July 2015, Volume 3, Issue 1
- 1-15 Dependence Measuring from Conditional Variances
by Kamnitui Noppadon & Santiwipanont Tippawan & Sumetkijakan Songkiat
May 2015, Volume 3, Issue 1
- 1-12 Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts
by Durante Fabrizio & Puccetti Giovanni & Scherer Matthias - 1-12 Equivalent or absolutely continuous probability measures with given marginals
by Berti Patrizia & Pratelli Luca & Rigo Pietro & Spizzichino Fabio - 1-18 On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions
by Bernhart German & Mai Jan-Frederik & Scherer Matthias - 1-24 Forecasting time series with multivariate copulas
by Simard Clarence & Rémillard Bruno
December 2015, Volume 3, Issue 1
- 1-16 A classification method for binary predictors combining similarity measures and mixture models
by Sylla Seydou N. & Girard Stéphane & Diongue Abdou Ka & Diallo Aldiouma & Sokhna Cheikh
September 2015, Volume 3, Issue 1
- 1-13 An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem
by Oertel Frank
April 2015, Volume 3, Issue 1
- 1-16 Cost-efficiency in multivariate Lévy models
by Rüschendorf Ludger & Wolf Viktor
October 2015, Volume 3, Issue 1
- 1-10 Quantile of a Mixture with Application to Model Risk Assessment
by Bernard Carole & Vanduffel Steven - 1-13 Multivariate Markov Families of Copulas
by Overbeck Ludger & Schmidt Wolfgang M. - 1-14 A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf
by Durante Fabrizio & Puccetti Giovanni & Scherer Matthias - 1-15 Seven Proofs for the Subadditivity of Expected Shortfall
by Embrechts Paul & Wang Ruodu - 1-18 High level quantile approximations of sums of risks
by Cuberos A. & Masiello E. & Maume-Deschamps V.
November 2015, Volume 3, Issue 1
- 1-7 Bivariate copulas, norms and non-exchangeability
by Papini Pier Luigi