Dynamic dependence ordering for Archimedean copulas and distorted copulas
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Cites work
- A class of bivariate distributions including the bivariate logistic
- A method to obtain new copulas from a given one
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- An introduction to copulas.
- Bivariate Logistic Distributions
- Bivariate Survival Models Induced by Frailties
- Convergence of Archimedean copulas
- Copula and semicopula transforms
- Copula convergence theorems for tail events.
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3870293 (Why is no real title available?)
- scientific article; zbMATH DE number 3965059 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 3222967 (Why is no real title available?)
- Limiting dependence structures for tail events, with applications to credit derivatives
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls
- Modelling failure-time associations in data with multiple levels of clustering
- On the multivariate probability integral transformation
- Some Concepts of Dependence
- Some positive dependence stochastic orders
- Tail dependence from a distributional point of view
- Tails of multivariate Archimedean copulas
- Threshold copulas and positive dependence
- Transformations of copulas.
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Cited in
(7)- Some general results on usual stochastic ordering of the extreme order statistics from dependent random variables under Archimedean copula dependence
- Spatial contagion between financial markets: a copula-based approach
- Ordering extremes of scale random variables under Archimedean copula
- Marshall–Olkin Machinery and Power Mixing: The Mixed Generalized Marshall–Olkin Distribution
- On spatial contagion and multivariate GARCH models
- Distorted copulas
- On comprehensive families of copulas involving the three basic copulas and transformations thereof
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