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On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators

Elena Di Bernardino ; Didier Rullière

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p. 1-36

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Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence

Carole Bernard ; Yuntao Liu ; Niall MacGillivray ; Jinyuan Zhang

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p. 37-53

The Polish Digital Mathematics Library
Are law-invariant risk functions concave on distributions?

Beatrice Acciaio ; Gregor Svindland

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p. 54-64

The Polish Digital Mathematics Library
Prediction of time series by statistical learning: general losses and fast rates

Pierre Alquier ; Xiaoyin Li ; Olivier Wintenberger

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p. 65-93

The Polish Digital Mathematics Library
Dependence of Stock Returns in Bull and Bear Markets

Jadran Dobric ; Gabriel Frahm ; Friedrich Schmid

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p. 94-110

The Polish Digital Mathematics Library