PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753): Difference between revisions

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+MaRDI publication profile
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+W3121767812
@@ Property / OpenAlex ID: W3121767812 / rank @@
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@@ Property / arXiv ID @@
+.1326
@@ Property / arXiv ID: 1405.1326 / rank @@
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@@ Property / cites work @@
+Extremes on the discounted aggregate claims in a time dependent risk model
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+Asymptotics for risk capital allocations based on conditional tail expectation
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+On a multivariate Pareto distribution
@@ Property / cites work: On a multivariate Pareto distribution / rank @@
+Normal rank
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+Dependence and the asymptotic behavior of large claims reinsurance
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+Continuous Bivariate Distributions
@@ Property / cites work: Continuous Bivariate Distributions / rank @@
+Normal rank
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+Dependence measures for extreme value analyses
@@ Property / cites work: Dependence measures for extreme value analyses / rank @@
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+Copulas, diagonals, and tail dependence
@@ Property / cites work: Copulas, diagonals, and tail dependence / rank @@
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+Clustering of financial time series in risky scenarios
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+Regression Modeling with Actuarial and Financial Applications
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+Credibility Using Copulas
@@ Property / cites work: Credibility Using Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+General Stein-Type Covariance Decompositions with Applications to Insurance and Finance
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@@ Property / cites work @@
+A directory of coefficients of tail dependence
@@ Property / cites work: A directory of coefficients of tail dependence / rank @@
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@@ Property / cites work @@
+Strength of tail dependence based on conditional tail expectation
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@@ Property / cites work @@
+Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10--11, 2012
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+Tail dependence functions and vine copulas
@@ Property / cites work: Tail dependence functions and vine copulas / rank @@
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+Statistics for near independence in multivariate extreme values
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+Extremal dependence of copulas: a tail density approach
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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+A review of copula models for economic time series
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+Weak convergence and empirical processes. With applications to statistics
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+Characterization of multivariate heavy-tailed distribution families via copula
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+Publication:4563753