References

• 2004Insurance: Mathematics and Economics1,308 cited
• 1993Statistical Inference Procedures for Bivariate Archimedean Copulas1,252 cited
• 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions510 cited
• 2000Bivariate Distributions with Given Extreme Value Attractor159 cited
• 2005A method to obtain new copulas from a given one113 cited
• 2009On the construction of multivariate extreme value models via copulas103 cited
• 2008Orthant tail dependence of multivariate extreme value distributions97 cited
• 2010From Archimedean to Liouville copulas83 cited
• 2005On the preservation of copula structure under truncation50 cited
• 2013Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe33 cited
• 2006A Generalization of the Archimedean Class of Bivariate Copulas27 cited

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