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Volume 4; Issue 1
Main
Dependence Modeling
Volume 4; Issue 1
Dependence Modeling
Volume 4; Issue 1
1
Exact distributions of order statistics of dependent random variables from ln,p-symmetric sample distributions, n ∈ {3,4}
Müller, K.
,
Richter, W.-D.
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 2.00 MB
Your tags:
english, 2016
2
New copulas based on general partitions-of-unity and their applications to risk management
Pfeifer, Dietmar
,
Tsatedem, Hervé Awoumlac
,
Mändle, Andreas
,
Girschig, Côme
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 3.57 MB
Your tags:
english, 2016
3
On the control of the difference between two Brownian motions: an application to energy markets modeling
Deschatre, Thomas
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 192 KB
Your tags:
english, 2016
4
Risk measures versus ruin theory for the calculation of solvency capital for long-term life insurances
Devolder, Pierre
,
Lebègue, Adrien
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 493 KB
Your tags:
english, 2016
5
A proximity based macro stress testing framework
Waelchli, Boris
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 550 KB
Your tags:
english, 2016
6
Copula–Induced Measures of Concordance
Fuchs, Sebastian
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 465 KB
Your tags:
english, 2016
7
Robustness regions for measures of risk aggregation
Pesenti, Silvana M.
,
Millossovich, Pietro
,
Tsanakas, Andreas
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 603 KB
Your tags:
english, 2016
8
Lévy copulae for financial returns
Okhrin, Ostap
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 683 KB
Your tags:
english, 2016
9
Joint weak hazard rate order under non-symmetric copulas
Pellerey, Franco
,
Spizzichino, Fabio
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 461 KB
Your tags:
english, 2016
10
VaR bounds for joint portfolios with dependence constraints
Puccetti, Giovanni
,
Rüschendorf, Ludger
,
Manko, Dennis
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 439 KB
Your tags:
english, 2016
11
Extreme value distributions for dependent jointly ln,p-symmetrically distributed random variables
Müller, K.
,
Richter, W.-D.
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 1.03 MB
Your tags:
english, 2016
12
A Biconvex Form for Copulas
Fuchs, Sebastian
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 479 KB
Your tags:
english, 2016
13
Multivariate measures of concordance for copulas and their marginals
Taylor, M. D.
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 437 KB
Your tags:
english, 2016
14
On the control of the difference between two Brownian motions: a dynamic copula approach
Deschatre, Thomas
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 717 KB
Your tags:
english, 2016
15
Global correlation and uncertainty accounting
Cooke, Roger M.
,
Saatchi, Sassan
,
Hagen, Stephen
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 517 KB
Your tags:
english, 2016
16
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
Di Bernardino, Elena
,
Rullière, Didier
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 1.51 MB
Your tags:
english, 2016
17
An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios
Gan, Guojun
,
Valdez, Emiliano A.
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 671 KB
Your tags:
english, 2016
18
Bounds on integrals with respect to multivariate copulas
Preischl, Michael
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 421 KB
Your tags:
english, 2016
19
Distributions with given marginals: the beginnings
Durante, Fabrizio
,
Puccetti, Giovanni
,
Scherer, Matthias
,
Vanduffel, Steven
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 3.76 MB
Your tags:
english, 2016
20
Bregman superquantiles. Estimation methods and applications
Labopin-Richard, T.
,
Gamboa, F.
,
Garivier, A.
,
Iooss, B.
Journal:
Dependence Modeling
Year:
2016
Language:
english
File:
PDF, 718 KB
Your tags:
english, 2016
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