Multiple risk factor dependence structures: copulas and related properties (Q2397858): Difference between revisions

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+.02126
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+Explicit ruin formulas for models with dependence among risks
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+Marshall-Olkin distributions -- advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2--3, 2013
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+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
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+Dependence measures for extreme value analyses
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+Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
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+Understanding Relationships Using Copulas
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+Tail dependence of the Gaussian copula revisited
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+Risk capital decomposition for a multivariate dependent gamma portfolio
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+PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE
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+Tail order and intermediate tail dependence of multivariate copulas
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+Parametric families of multivariate distributions with given margins
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+Statistics for near independence in multivariate extreme values
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+Some Concepts of Dependence
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+Distorted mix method for constructing copulas with tail dependence
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+A generalized bivariate exponential distribution
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+An introduction to copulas.
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+Multivariate conditional versions of Spearman's rho and related measures of tail dependence
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+A FORM OF MULTIVARIATE PARETO DISTRIBUTION WITH APPLICATIONS TO FINANCIAL RISK MEASUREMENT
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+Modelling total tail dependence along diagonals
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