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Cited by

• 2019A review of quantification methodologies for multi-hazard interrelationships363 cited
• 2012Truncated regular vines in high dimensions with application to financial data279 cited
• 2010Vine copulas with asymmetric tail dependence and applications to financial return data214 cited
• 2021Vine Copula Based Modeling199 cited
• 2012Pair Copula Constructions for Multivariate Discrete Data194 cited
• 2013Factor copula models for multivariate data185 cited
• 2013Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50163 cited
• 2014Modeling Customer Opt-In and Opt-Out in a Permission-Based Marketing Context144 cited
• 2012Explaining the Failure to Insure Catastrophic Risks116 cited
• 2018A general framework for data-driven uncertainty quantification under complex input dependencies using vine copulas112 cited
• 2013Copula Modelling of Dependence in Multivariate Time Series104 cited
• 2013Selection of Vine Copulas99 cited
• 2015A Vine-Copula-Based Reliability Analysis Method for Structures With Multidimensional Correlation98 cited
• 2015R-Vine Models for Spatial Time Series with an Application to Daily Mean Temperature85 cited