Testing Asymmetry in Dependence with Copula-Coskewness (Q5379220): Difference between revisions

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+New estimators of the Pickands dependence function and a test for extreme-value dependence
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+A mixed copula model for insurance claims and claim sizes
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+The t Copula and Related Copulas
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+Rectangular Patchwork for Bivariate Copulas and Tail Dependence
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+Modeling dependent yearly claim totals including zero claims in private health insurance
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+On a class of extremal problems in statistics
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+Assessing and Modeling Asymmetry in Bivariate Continuous Data
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+Tests of symmetry for bivariate copulas
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+Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas
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+Construction of asymmetric multivariate copulas
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