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Copulæ: Some mathematical aspects
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Copulæ: Some mathematical aspects (2010)Copulæ: Some mathematical aspectsExtremes in Nature: An Approach Using Copulas (2014)Extremes in Nature: An Approa…The Advent of Copulas in Finance (2009)The Advent of Copulas in Fina…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…Copulas: A Personal View (2009)Copulas: A Personal ViewGluing Copulas (2008)Gluing CopulasOn the construction of copulas and quasi-copulas with given diagonal sections (2007)On the construction of copula…COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS (2007)COPULAS WITH GIVEN DIAGONAL S…Copula Methods in Finance (2004)Copula Methods in FinanceAn Introduction to Copulas (1999)An Introduction to CopulasUnderstanding Relationships Using Copulas (1998)Understanding Relationships U…Axiomatic characterization of insurance prices (1997)Axiomatic characterization of…Copulas, marginals, and joint distributions (1996)Copulas, marginals, and joint…Shuffles of Min. (1992)Shuffles of Min.Copulas and Markov processes (1992)Copulas and Markov processesThe Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)The Joy of Copulas: Bivariate…Random variables, joint distribution functions, and copulas (1973)THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS (2004)Copula Methods for Forecasting Multivariate Time Series (2013)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Extreme-Value Copulas (2010)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Modelling of extremal events in insurance and finance (1994)Modelling Extremal Events (1997)The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisis (2010)Factor copula models for multivariate data (2013)Modeling multivariate ocean data using asymmetric copulas (2018)Regression Towards Mediocrity in Hereditary Stature. (1886)A distribution-free approach to inducing rank correlation among input variables (1982)The Asymptotic Theory of Extreme Order Statistics (1990)On Default Correlation (2000)Copula Modeling: An Introduction for Practitioners (2007)Theory of Games and Economic Behavior (1945)A solution approach to valuation with unhedgeable risks (2001)Measures of risk (2002)Dynamic coherent risk measures (2004)Subjective probability and expected utility without additivity (2004)Theory of games and economic behavior (2019)Copula Theory: An Introduction (2010)Modeling Multivariate Distributions with Continuous Margins Using the copula R Package (2010)Multivariate multiparameter extreme value models and return periods: A copula approach (2010)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Goodness-of-fit tests for copulas: A review and a power study (2007)Enjoy the Joy of Copulas: With a Packagecopula (2007)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Introductory Econometrics for Finance (2008)Construction of asymmetric multivariate copulas (2008)Models for construction of multivariate dependence – a comparison study (2008)
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References

  • 1999An Introduction to Copulas7,743 cited
  • 2004Copula Methods in Finance2,013 cited
  • 1998Understanding Relationships Using Copulas1,258 cited
  • 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals790 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions598 cited
  • 1997Axiomatic characterization of insurance prices535 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions510 cited
  • 2014Extremes in Nature: An Approach Using Copulas430 cited
  • 1992Copulas and Markov processes335 cited
  • 2009Copulas: A Personal View204 cited
  • 2009The Advent of Copulas in Finance184 cited
  • 2007On the construction of copulas and quasi-copulas with given diagonal sections118 cited
  • 1996Copulas, marginals, and joint distributions89 cited
  • 2007COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS75 cited
  • 1992Shuffles of Min.67 cited
  • 2008Gluing Copulas54 cited

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