MULTIVARIATE COMPOSITE COPULAS (Q5067887): Difference between revisions

@@ Property / cites work @@
+Explicit ruin formulas for models with dependence among risks
+Normal rank
@@ Property / cites work @@
+On a class of transformations of copulas and quasi-copulas
+Normal rank
@@ Property / cites work @@
+An order-statistics-based method for constructing multivariate distributions with fixed margin\-als
+Normal rank
@@ Property / cites work @@
+ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS
+Normal rank
@@ Property / cites work @@
+Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis
+Normal rank
@@ Property / cites work @@
+EM algorithms for estimating the Bernstein copula
@@ Property / cites work: EM algorithms for estimating the Bernstein copula / rank @@
+Normal rank
@@ Property / cites work @@
+Distorted Copulas: Constructions and Tail Dependence
+Normal rank
@@ Property / cites work @@
+Principles of Copula Theory
@@ Property / cites work: Principles of Copula Theory / rank @@
+Normal rank
@@ Property / cites work @@
+Probability
@@ Property / cites work: Probability / rank @@
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Copula-based Markov process
@@ Property / cites work: Copula-based Markov process / rank @@
+Normal rank
@@ Property / cites work @@
+Understanding Relationships Using Copulas
@@ Property / cites work: Understanding Relationships Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+On the multivariate probability integral transformation
+Normal rank
@@ Property / cites work @@
+Large sample behavior of the Bernstein copula estimator
+Normal rank
@@ Property / cites work @@
+Dependence Modeling with Copulas
@@ Property / cites work: Dependence Modeling with Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Q5389829
@@ Property / cites work: Q5389829 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating Survival and Association in a Semicompeting Risks Model
+Normal rank
@@ Property / cites work @@
+Construction of asymmetric multivariate copulas
@@ Property / cites work: Construction of asymmetric multivariate copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic distortion and its transformed copula
@@ Property / cites work: Stochastic distortion and its transformed copula / rank @@
+Normal rank
@@ Property / cites work @@
+A class of multivariate copulas based on products of bivariate copulas
+Normal rank
@@ Property / cites work @@
+Q5253267
@@ Property / cites work: Q5253267 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
+Normal rank
@@ Property / cites work @@
+A method to obtain new copulas from a given one
@@ Property / cites work: A method to obtain new copulas from a given one / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Online forecast combinations of distributions: worst case bounds
+Normal rank
@@ Property / cites work @@
+THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
+Normal rank
@@ Property / cites work @@
+Smooth nonparametric Bernstein vine copulas
@@ Property / cites work: Smooth nonparametric Bernstein vine copulas / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the large homogeneous portfolio approximation with the Student-\(t\) copula
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distortion of a copula and its margins
@@ Property / cites work: On the distortion of a copula and its margins / rank @@
+Normal rank
@@ Property / cites work @@
+On a generalization of Archimedean copula family
@@ Property / cites work: On a generalization of Archimedean copula family / rank @@
+Normal rank
@@ Property / cites work @@
+A family of transformed copulas with a singular component
+Normal rank
@@ Property / cites work @@
+COMPOSITE BERNSTEIN COPULAS
@@ Property / cites work: COMPOSITE BERNSTEIN COPULAS / rank @@
+Normal rank
@@ Property / cites work @@
+Semiparametric Dynamic Max-Copula Model for Multivariate Time Series
+Normal rank