Copulas with given values on the tails (Q2409098): Difference between revisions

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+The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions
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+A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011)
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+Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence
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+Reducing model risk via positive and negative dependence assumptions
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+Characterization of all copulas associated with non-continuous random variables
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+Convergence results for patchwork copulas
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+Diagonal plane sections of trivariate copulas
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+Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
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+New constructions of diagonal patchwork copulas
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+Rectangular Patchwork for Bivariate Copulas and Tail Dependence
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+Principles of Copula Theory
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+On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions
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+Multivariate copulas, quasi-copulas and lattices
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+Bivariate quasi-copulas and doubly stochastic signed measures
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+A Primer on Copulas for Count Data
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+A characterization of quasi-copulas
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+Q3639652
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+Aggregation functions: construction methods, conjunctive, disjunctive and mixed classes
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+Lower semiquadratic copulas with a given diagonal section
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+Intervals of 1-Lipschitz aggregation operators, quasi-copulas, and copulas with given affine section
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+Universal integrals based on copulas
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+Ordinal sums and idempotents of copulas
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+Sklar's theorem in an imprecise setting
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+An introduction to copulas.
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+Best-possible bounds on sets of bivariate distribution functions
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+Quasi-copulas and signed measures
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+The lattice-theoretic structure of sets of bivariate copulas and quasi-copulas
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+VaR bounds for joint portfolios with dependence constraints
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+Solution of Some Transportation Problems with Relaxed or Additional Constraints
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+Mathematical Risk Analysis
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+Sharp Bounds on a Class of Copulas with known Values at Several Points
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+Joint distributions of random sets and their relation to copulas
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+Sklar's theorem for minitive belief functions
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+A measure of mutual complete dependence in discrete variables through subcopula
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+Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options
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+Joint cumulative distribution functions for Dempster-Shafer belief structures using copulas
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