Jonathan Ansari

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Dependence properties of bivariate copula families (available as arXiv preprint)	N/A	Paper
Comparison results for Markov tree distributions (available as arXiv preprint)	N/A	Paper
Robust Bernoulli mixture models for credit portfolio risk Mathematical Finance	2026-06-12	Paper
The exact region and an inequality between Chatterjee's and Spearman's rank correlations Journal of Multivariate Analysis	2026-04-28	Paper
Quantifying and estimating dependence via sensitivity of conditional distributions Bernoulli	2026-02-10	Paper
Comparison results for positive supermodular dependent Markov tree distributions Electronic Journal of Statistics	2026-02-06	Paper
Improved robust price bounds for multi-asset derivatives under market-implied dependence information Finance and Stochastics	2024-10-16	Paper
Dependence properties of bivariate copula families Dependence Modeling	2024-08-15	Paper
Supermodular and directionally convex comparison results for general factor models Journal of Multivariate Analysis	2024-03-25	Paper
Up- and down-correlations in normal variance mixture models Statistics & Probability Letters	2024-02-12	Paper
Quantifying and estimating dependence via sensitivity of conditional distributions	2023-08-11	Paper
Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information	2022-04-03	Paper
On a version of a multivariate integration by parts formula for Lebesgue integrals	2022-03-13	Paper
Sklar's theorem, copula products, and ordering results in factor models Dependence Modeling	2022-01-03	Paper
Ordering results for elliptical distributions with applications to risk bounds Journal of Multivariate Analysis	2021-01-26	Paper
Ordering risk bounds in factor models Dependence Modeling	2020-01-13	Paper
Ordering risk bounds in partially specified factor models	2019-04-24	Paper
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models Methodology and Computing in Applied Probability	2018-11-08	Paper

Research outcomes over time

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