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Analyzing Dependent Data with Vine Copulas
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Cited by

  • 2021Vine Copula Based Modeling199 cited
  • 2021Copula-based reliability and sensitivity analysis of aging dams: Adaptive Kriging and polynomial chaos Kriging methods93 cited
  • 2019Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach69 cited
  • 2023Modeling and pricing cyber insurance64 cited
  • 2023ESG, risk, and (tail) dependence61 cited
  • 2022Stationary vine copula models for multivariate time series41 cited
  • 2021Reliability-oriented sensitivity analysis in presence of data-driven epistemic uncertainty38 cited
  • 2022Dependence structure across equity sectors: Evidence from vine copulas33 cited
  • 2020On the use of Archimedean copulas for insurance modelling28 cited
  • 2021Implicit Copulas: An Overview27 cited
  • 2020Reliability evaluation and importance analysis of structural systems considering dependence of multiple failure modes19 cited
  • 2021Kernel-based ANOVA decomposition and Shapley effects -- Application to global sensitivity analysis11 cited

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