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A law of uniform seniority for dependent lives
11 references·0 citing·37 second hop
A law of uniform seniority for dependent lives (2021)A law of uniform seniority for dependent …Love and death: A Freund model with frailty (2015)Love and death: A Freund mode…Inference in multivariate Archimedean copula models (2011)Inference in multivariate Arc…Extremal behavior of Archimedean copulas (2011)Extremal behavior of Archimed…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…An Introduction to Copulas (1999)An Introduction to CopulasAnnuity Valuation with Dependent Mortality (1996)Annuity Valuation with Depend…Spearman's ρ is larger than kendall's τ for positively dependent random variables (1993)Spearman's ρ is larger than k…A characterization of gumbel's family of extreme value distributions (1989)A characterization of gumbel'…Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Copules archimédiennes et fam…On a Property of Mr. Gompertz’s Law of Mortality (1859)On a Property of Mr. Gompertz…Ordinal Measures of Association (1958)The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)The Joy of Copulas: Bivariate Distributions with Uniform Marginals (1986)Modelling Dependence with Copulas and Applications to Risk Management (2003)On rank correlation measures for non-continuous random variables (2006)On the relationship between Spearman's rho and Kendall's tau for pairs of continuous random variables (2006)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Understanding Relationships Using Copulas (1998)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)Multivariate Archimax copulas (2014)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Extreme Values, Regular Variation and Point Processes (1987)Modelling Extremal Events (1997)A test for Archimedeanity in bivariate copula models (2012)Strength of tail dependence based on conditional tail expectation (2013)On Nonparametric Measures of Dependence for Random Variables (1981)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Extremal Theory for Stochastic Processes (1988)The Asymptotic Theory of Extreme Order Statistics (1990)Copula Methods in Finance (2004)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)A review of copula models for economic time series (2012)Nonparametric estimation of the tree structure of a nested Archimedean copula (2013)Hierarchical Kendall copulas: Properties and inference (2014)Broken Heart: A Statistical Study of Increased Mortality among Widowers (1969)Actuarial Mathematics. (1986)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Copula Modeling: An Introduction for Practitioners (2007)The impact of heterogeneity in individual frailty on the dynamics of mortality (1979)A Method for Minimizing the Impact of Distributional Assumptions in Econometric Models for Duration Data (1984)BROKEN-HEART, COMMON LIFE, HETEROGENEITY: ANALYZING THE SPOUSAL MORTALITY DEPENDENCE (2017)Still living with mortality: the longevity risk transfer market after one decade (2019)On the use of Archimedean copulas for insurance modelling (2020)Multivariate GARCH models: a survey (2006)Introductory Econometrics for Finance (2008)Models for construction of multivariate dependence – a comparison study (2008)Tails of multivariate Archimedean copulas (2009)
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References

  • 1999An Introduction to Copulas7,812 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions600 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions512 cited
  • 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données412 cited
  • 1996Annuity Valuation with Dependent Mortality256 cited
  • 1989A characterization of gumbel's family of extreme value distributions139 cited
  • 1993Spearman's ρ is larger than kendall's τ for positively dependent random variables90 cited
  • 2011Inference in multivariate Archimedean copula models72 cited
  • 2011Extremal behavior of Archimedean copulas41 cited
  • 2015Love and death: A Freund model with frailty26 cited
  • 1859On a Property of Mr. Gompertz’s Law of Mortality20 cited

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