| Publication | Date of Publication | Type |
|---|
| Measuring linear correlation between random vectors | 2024-03-13 | Paper |
| General construction and classes of explicit \(L^1\)-optimal couplings | 2022-12-19 | Paper |
| Integral transform analysis of microchannel fluid flow: irregular geometry estimation using velocimetry data | 2021-11-09 | Paper |
| Fair allocation of indivisible goods with minimum inequality or minimum envy | 2021-11-09 | Paper |
| Bounds for joint portfolios of dependent risks | 2021-08-05 | Paper |
| On the computation of Wasserstein barycenters | 2020-02-05 | Paper |
| A journey beyond the Gaussian world. An interview with Harry Joe | 2020-01-13 | Paper |
| Centers of probability measures without the mean | 2019-07-18 | Paper |
| Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance | 2019-03-06 | Paper |
| My introduction to copulas. An interview with Roger Nelsen | 2018-11-01 | Paper |
| Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li | 2018-11-01 | Paper |
| Conditional expectiles, time consistency and mixture convexity properties | 2018-10-19 | Paper |
| Extremal dependence concepts | 2018-10-02 | Paper |
| Reduction of Value-at-Risk bounds via independence and variance information | 2018-07-13 | Paper |
| The vine philosopher | 2018-02-15 | Paper |
| An algorithm to approximate the optimal expected inner product of two vectors with given marginals | 2017-07-01 | Paper |
| An algorithm to approximate the optimal expected inner product of two vectors with given marginals | 2017-03-28 | Paper |
| Distributions with given marginals: the beginnings. An interview with Giorgio Dall'Aglio | 2016-12-20 | Paper |
| VaR bounds for joint portfolios with dependence constraints | 2016-12-20 | Paper |
| Stat trek. An interview with Christian Genest | 2016-10-17 | Paper |
| A journey from statistics and probability to risk theory. An interview with Ludger Rüschendorf | 2016-01-21 | Paper |
| Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts | 2015-06-23 | Paper |
| Studying mixability with supermodular aggregating functions | 2015-06-11 | Paper |
| Computation of Sharp Bounds on the Expected Value of a Supermodular Function of Risks with Given Marginals | 2015-06-03 | Paper |
| Reducing model risk via positive and negative dependence assumptions | 2015-05-26 | Paper |
| Detecting complete and joint mixability | 2015-01-08 | Paper |
| Bounds on total economic capital: the DNB case study | 2014-12-19 | Paper |
| Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates | 2014-06-23 | Paper |
| Sharp bounds on the expected shortfall for a sum of dependent random variables | 2013-05-13 | Paper |
| Sharp Bounds for Sums of Dependent Risks | 2013-04-25 | Paper |
| The GAEP algorithm for the fast computation of the distribution of a function of dependent random variables | 2012-12-13 | Paper |
| The AEP algorithm for the fast computation of the distribution of the sum of dependent random variables | 2012-09-19 | Paper |
| Advances in Complete Mixability | 2012-07-08 | Paper |
| Computation of sharp bounds on the distribution of a function of dependent risks | 2012-04-24 | Paper |
| Bounds for the sum of dependent risks having overlapping marginals | 2009-11-27 | Paper |
| Multivariate comonotonicity | 2009-11-27 | Paper |
| Bounds for functions of dependent risks | 2006-12-08 | Paper |
| Bounds for functions of multivariate risks | 2006-04-28 | Paper |
| Worst VaR scenarios | 2005-09-29 | Paper |
