Pages that link to "Item:Q3410934"
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The following pages link to Limiting dependence structures for tail events, with applications to credit derivatives (Q3410934):
Displaying 30 items.
- Dependence of exchangeable residual lifetimes subject to failure (Q272488) (← links)
- Robust and bias-corrected estimation of the probability of extreme failure sets (Q288263) (← links)
- Some results on homeomorphisms between fractal supports of copulas (Q387133) (← links)
- Estimating a bivariate tail: a copula based approach (Q391665) (← links)
- Gaussian approximation of conditional elliptical copulas (Q444996) (← links)
- Idempotent and multivariate copulas with fractal support (Q451185) (← links)
- On conditional value at risk (CoVaR) for tail-dependent copulas (Q515554) (← links)
- Invariant dependence structures and Archimedean copulas (Q645464) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- Threshold copulas and positive dependence (Q956362) (← links)
- On truncation invariant copulas and their estimation (Q1616354) (← links)
- Extreme value analysis of actuarial risks: estimation and model validation (Q1633245) (← links)
- Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603) (← links)
- Right-truncated Archimedean and related copulas (Q2038223) (← links)
- On the class of truncation invariant bivariate copulas under constraints (Q2069761) (← links)
- Univariate conditioning of vine copulas (Q2350041) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- Evolution of the Dependence of Residual Lifetimes (Q2805801) (← links)
- Invariant dependence structure under univariate truncation: the high-dimensional case (Q2863089) (← links)
- Invariant dependence structure under univariate truncation (Q2892899) (← links)
- Bivariate Aging Properties under Archimedean Dependence Structures (Q3058415) (← links)
- A multivariate IFR notion based on the multivariate dispersive ordering (Q3077475) (← links)
- Spatial contagion between financial markets: a copula-based approach (Q3103168) (← links)
- (Q3183809) (← links)
- (Q3183812) (← links)
- Copulas with Truncation-Invariance Property (Q3652791) (← links)
- Limiting Tail Dependence Copulas (Q3652792) (← links)
- Dynamics of Dependence Properties for Lifetimes Influenced by Unobservable Environmental Factors (Q4562190) (← links)
- (Q5101800) (← links)
- Truncation invariant copulas and a testing procedure (Q5222485) (← links)
