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On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions

German Bernhart ; Jan-Frederik Mai ; Matthias Scherer

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The Polish Digital Mathematics Library
Forecasting time series with multivariate copulas

Clarence Simard ; Bruno Rémillard

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A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf

Fabrizio Durante ; Giovanni Puccetti ; Matthias Scherer

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Equivalent or absolutely continuous probability measures with given marginals

Patrizia Berti ; Luca Pratelli ; Pietro Rigo ; Fabio Spizzichino

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Measuring association via lack of co-monotonicity: the LOC index and a problem of educational assessment

Danang Teguh Qoyyimi ; Ricardas Zitikis

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A classification method for binary predictors combining similarity measures and mixture models

Seydou N. Sylla ; Stéphane Girard ; Abdou Ka Diongue ; Aldiouma Diallo ; Cheikh Sokhna

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Cost-efficiency in multivariate Lévy models

Ludger Rüschendorf ; Viktor Wolf

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High level quantile approximations of sums of risks

A. Cuberos ; E. Masiello ; V. Maume-Deschamps

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Multivariate Markov Families of Copulas

Ludger Overbeck ; Wolfgang M. Schmidt

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On the tail dependence in bivariate hydrological frequency analysis

Alexandre Lekina ; Fateh Chebana ; Taha B. M. J. Ouarda

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Seven Proofs for the Subadditivity of Expected Shortfall

Paul Embrechts ; Ruodu Wang

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Dependence Measuring from Conditional Variances

Noppadon Kamnitui ; Tippawan Santiwipanont ; Songkiat Sumetkijakan

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An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem

Frank Oertel

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Bivariate copulas, norms and non-exchangeability

Pier Luigi Papini

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A theory for non-linear prediction approach in the presence of vague variables: with application to BMI monitoring

R. Pourmousa ; M. Rezapour ; M. Mashinchi

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The Polish Digital Mathematics Library
Building bridges between Mathematics, Insurance and Finance

Fabrizio Durante ; Giovanni Puccetti ; Matthias Scherer

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Quantile of a Mixture with Application to Model Risk Assessment

Carole Bernard ; Steven Vanduffel

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The Polish Digital Mathematics Library