References

• 1999An Introduction to Copulas7,743 cited
• 2005Quantitative Risk Management: Concepts, Techniques, and Tools2,201 cited
• 2002Correlation and Dependence in Risk Management: Properties and Pitfalls1,992 cited
• 2006Quantitative Risk Management: Concepts, Techniques, and Tools1,932 cited
• 2003Using copulae to bound the Value-at-Risk for functions of dependent risks278 cited
• 2007On the construction of copulas and quasi-copulas with given diagonal sections118 cited
• 2003Best-possible bounds on sets of bivariate distribution functions96 cited
• 2007COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS75 cited
• 2009Rectangular Patchwork for Bivariate Copulas and Tail Dependence72 cited
• 1997Copulas Constructed from Diagonal Sections72 cited
• 2008Gluing Copulas54 cited
• 1997Diagonal Copulas43 cited
• 2007Modelling total tail dependence along diagonals37 cited
• 2007Copulas with given values on a horizontal and a vertical section32 cited
• 2006On the Construction of Families of Absolutely Continuous Copulas with Given Restrictions24 cited

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