| Publication | Date of Publication | Type |
|---|
| Comparison of correlation-based measures of concordance in terms of asymptotic variance | 2024-03-25 | Paper |
| Applications of Multivariate Quasi-Random Sampling with Neural Networks | 2024-02-14 | Paper |
| Matrix compatibility and correlation mixture representation of generalized Gini's gamma | 2024-01-22 | Paper |
| Dependence Model Assessment and Selection with DecoupleNets | 2024-01-22 | Paper |
| Risk Revealed | 2024-01-03 | Paper |
| Composite pseudo-likelihood estimation for pair-tractable copulas such as Archimedean, Archimax and related hierarchical extensions | 2023-09-19 | Paper |
| Measuring non-exchangeable tail dependence using tail copulas | 2023-07-13 | Paper |
| Index-mixed copulas | 2023-06-18 | Paper |
| Single-index importance sampling with stratification | 2023-02-17 | Paper |
| Random number generators produce collisions: Why, how many and more | 2022-12-14 | Paper |
| Smooth bootstrapping of copula functionals | 2022-05-11 | Paper |
| Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks | 2022-03-29 | Paper |
| Right-truncated Archimedean and related copulas | 2021-07-06 | Paper |
| Normal variance mixtures: distribution, density and parameter estimation | 2021-05-07 | Paper |
| Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation | 2021-05-06 | Paper |
| Modality for scenario analysis and maximum likelihood allocation | 2021-03-17 | Paper |
| On structure, family and parameter estimation of hierarchical Archimedean copulas | 2020-04-22 | Paper |
| MULTIVARIATE GEOMETRIC TAIL- AND RANGE-VALUE-AT-RISK | 2020-02-03 | Paper |
| COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE | 2019-11-22 | Paper |
| A framework for measuring association of random vectors via collapsed random variables | 2019-07-02 | Paper |
| Elements of Copula Modeling with R | 2019-05-16 | Paper |
| Importance Sampling and Stratification for Copula Models | 2019-01-22 | Paper |
| Kendall's tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas | 2018-11-01 | Paper |
| Multivariate geometric expectiles | 2018-08-31 | Paper |
| Hierarchical Archimax copulas | 2018-08-16 | Paper |
| Sampling Exponentially Tilted Stable Distributions | 2018-04-16 | Paper |
| Quasi-random numbers for copula models | 2017-06-30 | Paper |
| Improved algorithms for computing worst value-at-risk | 2017-05-22 | Paper |
| Bernoulli and tail-dependence compatibility | 2016-08-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262079 | 2015-07-13 | Paper |
| Construction and sampling of Archimedean and nested Archimedean Lévy copulas | 2015-06-18 | Paper |
| Subadditivity of value-at-risk for Bernoulli random variables | 2015-03-24 | Paper |
| STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY | 2014-02-27 | Paper |
| Densities of nested Archimedean copulas | 2014-01-10 | Paper |
| A note on generalized inverses | 2013-08-02 | Paper |
| A stochastic representation and sampling algorithm for nested Archimedean copulas | 2013-06-28 | Paper |
| Sibuya copulas | 2013-01-16 | Paper |
| Comments on: Inference in multivariate Archimedean copula models | 2012-11-15 | Paper |
| Efficiently sampling nested Archimedean copulas | 2012-09-15 | Paper |
| Likelihood inference for Archimedean copulas in high dimensions under known margins | 2012-08-13 | Paper |
| Practices and issues in operational risk modeling under Basel II | 2011-12-01 | Paper |
| Likelihood inference for Archimedean copulas | 2011-08-30 | Paper |
| CDO pricing with nested Archimedean copulas | 2011-06-07 | Paper |
| Modeling defaults with nested Archimedean copulas | 2011-01-28 | Paper |
| Multivariate hierarchical copulas with shocks | 2010-11-22 | Paper |
| Constructing hierarchical archimedean copulas with Lévy subordinators | 2010-05-05 | Paper |
| Sampling Archimedean copulas | 2009-06-16 | Paper |
| Limiting Behavior of Maxima under Dependence | 0001-01-03 | Paper |
