| 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 |
The exact region and an inequality between Chatterjee's and Spearman's rank correlations
(available as arXiv preprint) | 2026-01-01 | Paper |
An ordering for the strength of functional dependence
(available as arXiv preprint) | 2026-01-01 | Paper |
On a copula product linking Wasserstein correlations and rearranged dependence measures
(available as arXiv preprint) | 2026-01-01 | Paper |
Dependence Measures via Adapted Optimal Transport: Stability and Rates of Convergence
(available as arXiv preprint) | 2026-01-01 | Paper |
The exact Spearman rho-footrule region via optimal transport with applications to finite rankings, mixability, and Chatterjee's rank correlation
(available as arXiv preprint) | 2026-01-01 | Paper |
The exact region determined by Spearman's rho and Gini's gamma
(available as arXiv preprint) | 2026-01-01 | Paper |
Copulas farthest from independence in quadratic Wasserstein distance
(available as arXiv preprint) | 2026-01-01 | Paper |
Couplings with prescribed maxima: A short proof of the quasi-copula characterization
(available as arXiv preprint) | 2026-01-01 | Paper |
On continuity of Chatterjee's rank correlation and related dependence measures
(available as arXiv preprint) | 2025-01-01 | 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 |
On a version of a multivariate integration by parts formula for Lebesgue integrals
(available as arXiv preprint) | 2022-01-01 | 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 |
