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Evaluating the efficacy of bivariate extreme modelling approaches for multi-hazard scenarios
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Evaluating the efficacy of bivariate extreme modelling approaches for multi-hazard scenarios (2020)Evaluating the efficacy of bivariate extr…A review of quantification methodologies for multi-hazard interrelationships (2019)A review of quantification me…How do natural hazards cascade to cause disasters? (2018)How do natural hazards cascad…Reviewing and visualizing the interactions of natural hazards (2014)Reviewing and visualizing the…Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine (2013)Modeling Dependence with C- a…Multivariate multiparameter extreme value models and return periods: A copula approach (2010)Multivariate multiparameter e…Goodness-of-fit tests for copulas: A review and a power study (2007)Goodness-of-fit tests for cop…Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Everything You Always Wanted …A Conditional Approach for Multivariate Extreme Values (with Discussion) (2004)A Conditional Approach for Mu…An Introduction to Statistical Modeling of Extreme Values (2001)An Introduction to Statistica…Multivariate Extreme Value Distributions (2000)Multivariate Extreme Value Di…An Introduction to Copulas (1999)An Introduction to CopulasModelling Dependence within Joint Tail Regions (1997)Modelling Dependence within J…Statistics for near independence in multivariate extreme values (1996)Statistics for near independe…Modelling Extreme Multivariate Events (1991)Modelling Extreme Multivariat…Extreme Values, Regular Variation and Point Processes (1987)Extreme Values, Regular Varia…Limit theory for multivariate sample extremes (1977)Limit theory for multivariate…Pair-copula constructions of multiple dependence (2007)VineCopula: Statistical Inference of Vine Copulas (2012)Environmental contours using copulas (2015)Copula Methods in Finance (2004)Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? (2010)A review of copula models for economic time series (2012)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Models for Exceedances Over High Thresholds (1990)Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications (2003)Statistical Modeling of Spatial Extremes (2012)Spatial Interaction and the Statistical Analysis of Lattice Systems (1974)Modelling Extremal Events (1997)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Selecting and estimating regular vine copulae and application to financial returns (2012)Human Error (1990)Environmental hazards: assessing risk and reducing disaster (1992)Likert scales: how to (ab)use them (2004)A review of multi-risk methodologies for natural hazards: Consequences and challenges for a climate change impact assessment (2015)Understanding Compound, Interconnected, Interacting, and Cascading Risks: A Holistic Framework (2018)Why We Can No Longer Ignore Consecutive Disasters (2020)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Copulas for Finance - A Reading Guide and Some Applications (2007)Idea Generation and the Quality of the Best Idea (2010)Quantitative Risk Management (2011)Top Incomes in the Long Run of History (2011)Modelling of extremal events in insurance and finance (1994)Extreme Correlation of International Equity Markets (2001)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Introductory Econometrics for Finance (2008)
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References

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  • 2007Goodness-of-fit tests for copulas: A review and a power study1,321 cited
  • 1996Statistics for near independence in multivariate extreme values742 cited
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  • 2014Reviewing and visualizing the interactions of natural hazards645 cited
  • 1991Modelling Extreme Multivariate Events529 cited
  • 2013Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine499 cited
  • 1997Modelling Dependence within Joint Tail Regions424 cited
  • 2019A review of quantification methodologies for multi-hazard interrelationships363 cited
  • 1977Limit theory for multivariate sample extremes360 cited
  • 2010Multivariate multiparameter extreme value models and return periods: A copula approach294 cited
  • 2000Multivariate Extreme Value Distributions282 cited

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  • 2018How do natural hazards cascade to cause disasters?282 cited
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