Dependence modeling in non-life insurance using the Bernstein copula (Q414613): Difference between revisions

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+Semiparametric multivariate density estimation for positive data using copulas
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+Nonparametric estimation of copula functions for dependence modelling
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+Validity of the parametric bootstrap for goodness-of-fit testing in semiparametric models
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+Goodness-of-fit tests for copulas: A review and a power study
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+Efficiently sampling nested Archimedean copulas
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+CDO pricing with nested Archimedean copulas
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+On approximation of copulas
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+Hierarchies of Archimedean copulas
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