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Compound Poisson approximations for individual models with dependent risks
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Compound Poisson approximations for individual models with dependent risks (2003)Compound Poisson approximations for indiv…Supermodular dependence ordering on a class of multivariate copulas (2002)Supermodular dependence order…On two dependent individual risk models (2002)On two dependent individual r…Stochastic Processes for Insurance and Finance (2001)Stochastic Processes for Insu…Correlation and Dependence (2001)Correlation and DependenceCorrelation and Dependence (2001)Correlation and DependenceStochastic Processes for Insurance and Finance (1999)Stochastic Processes for Insu…Stochastic Processes for Insurance & Finance (1999)Stochastic Processes for Insu…An Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Modeling and Comparing Dependencies in Multivariate Risk Portfolios (1998)Modeling and Comparing Depend…Comonotonicity, correlation order and premium principles (1998)Comonotonicity, correlation o…“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998 (1998)“Understanding Relationships …Properties of a one-parameter family of bivariate distributions with specified marginals (1986)Properties of a one-parameter…Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Copules archimédiennes et fam…Error bounds for the compound poisson approximation (1984)Error bounds for the compound…The Asymptotic Theory of Extreme Order Statistics (1990)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions (1995)Stochastic bounds on sums of dependent risks (1999)Asymptotics for risk capital allocations based on Conditional Tail Expectation (2011)Tests of symmetry for bivariate copulas (2011)Introduction to the Theory of Queues. (1963)An equilibrium characterization of the term structure (1977)Extreme Values, Regular Variation and Point Processes (1987)On minimizing the ruin probability by investment and reinsurance (2002)The application of continuous-time random walks in finance and economics (2005)On the optimal dividend problem for a spectrally negative Lévy process (2007)Ordinal Measures of Association (1958)The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)On Nonparametric Measures of Dependence for Random Variables (1981)Weak convergence of empirical copula processes (2004)Estimating the tail-dependence coefficient: Properties and pitfalls (2005)Goodness‐of‐fit Procedures for Copula Models Based on the Probability Integral Transformation (2006)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)The Dual Theory of Choice under Risk (1987)Insurance pricing and increased limits ratemaking by proportional hazards transforms (1995)Premium Calculation by Transforming the Layer Premium Density (1996)The safest dependence structure among risks (1999)Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling (2003)Beyond Value‐at‐Risk: GlueVaR Distortion Risk Measures (2013)Optimal Proportional Reinsurance Policies in a Dynamic Setting (2001)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)Fitting Tweedie's Compound Poisson Model to Insurance Claims Data: Dispersion Modelling (2002)Quantifying Distributional Model Risk via Optimal Transport (2019)Test of independence and randomness based on the empirical copula process (2004)Semiparametric estimation in copula models (2005)On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)Tail Conditional Expectations for Elliptical Distributions (2003)Actuarial Theory for Dependent Risks: Measures, Orders and Models (2005)
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References

  • 1999An Introduction to Copulas7,743 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 2001Stochastic Processes for Insurance and Finance839 cited
  • 1999Stochastic Processes for Insurance & Finance775 cited
  • 1999Stochastic Processes for Insurance and Finance499 cited
  • 2001Correlation and Dependence456 cited
  • 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données412 cited
  • 2001Correlation and Dependence322 cited
  • 1998Comonotonicity, correlation order and premium principles153 cited
  • 1998“Understanding Relationships Using Copulas,” by Edward Frees and Emiliano Valdez, January 1998115 cited
  • 1998Modeling and Comparing Dependencies in Multivariate Risk Portfolios113 cited
  • 1986Properties of a one-parameter family of bivariate distributions with specified marginals101 cited
  • 2002On two dependent individual risk models67 cited
  • 1984Error bounds for the compound poisson approximation61 cited
  • 2002Supermodular dependence ordering on a class of multivariate copulas44 cited

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