11

Hierarchical Kendall copulas: Properties and inference

Year:
2014
Language:
english
File:
PDF, 690 KB
english, 2014
13

Truncation of vine copulas using fit indices

Year:
2015
Language:
english
File:
PDF, 618 KB
english, 2015
15

Modeling Dependence of Operational Loss Frequencies

Year:
2013
Language:
english
File:
PDF, 302 KB
english, 2013
16

Statistical Assessments of Systemic Risk Measures

Year:
2012
Language:
english
File:
PDF, 196 KB
english, 2012