Multivariate copulas with hairpin support
2014-01-01 Durante, F; Fernández-Sánchez, J; Trutschnig, W
Componentwise concave copulas and their asymmetry
2009-01-01 Durante, F; Papini, P-L
Multivariate design via copulas
2011-01-01 Salvadori, G; De Michele, C; Durante, F
On a family of multivariate copulas for aggregation processes
2007-01-01 Durante, F; Quesada-Molina, Jj; Úbeda-Flores, M
Solution to an open problem about a transformation on the space of copulas
2014-01-01 Durante, F; Fernández-Sánchez, J; Trutschnig, W
Invariant dependence structures and Archimedean copulas
2011-01-01 Durante, F; Jaworski, P; Mesiar, R
Marshall-Olkin type copulas generated by a global shock
2016-01-01 Durante, F; Girard, S; Mazo, G
Distorted copulas: Constructions and tail dependence
2010-01-01 Durante, F; Foschi, R; Sarkoci, P
Remarks on two product-like constructions for copulas
2007-01-01 Durante, F; Klement, E-P; Quesada-Molina, Jj; Sarkoci, P
Multivariate hierarchical copulas with shocks
2010-01-01 Durante, F; Hofert, M; Scherer, M
A Journey from Statistics and Probability to Risk Theory: An interview with Ludger Rüschendorf
2015-01-01 Durante, F; Puccetti, M; Scherer, M
Diagonal plane sections of trivariate copulas
2016-01-01 Durante, F; Fernández-Sánchez, J; Quesada-Molina, Jj; Úbeda-Flores, M
On a problem by Schweizer and Sklar
2012-01-01 Durante, F
Bivariate copulas generated by perturbations
2013-01-01 Durante, F; Fernández-Sánchez, J; Úbeda-Flores, M
Die Copulae fanden mich ... Interview mit Paul Embrechts
2015-01-01 Durante, F; Puccetti, G; Scherer, M
Aging functions and multivariate notions of NBU and IFR
2010-01-01 Durante, F; Foschi, R; Spizzichino, F
Flipping of multivariate aggregation functions
2014-01-01 Durante, F; Fernández-Sánchez, J; Quesada-Molina, Jj
Clustering of financial time series in risky scenarios
2014-01-01 Durante, F; Pappadà, R; Torelli, N
Truncation invariant copulas and a testing procedure
2016-01-01 Durante, Fabrizio; Durante, F; Jaworski, P
A new family of symmetric bivariate copulas
2007-01-01 Durante, F
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Multivariate copulas with hairpin support | 1-gen-2014 | Durante, F; Fernández-Sánchez, J; Trutschnig, W | |
| Componentwise concave copulas and their asymmetry | 1-gen-2009 | Durante, F; Papini, P-L | |
| Multivariate design via copulas | 1-gen-2011 | Salvadori, G; De Michele, C; Durante, F | |
| On a family of multivariate copulas for aggregation processes | 1-gen-2007 | Durante, F; Quesada-Molina, Jj; Úbeda-Flores, M | |
| Solution to an open problem about a transformation on the space of copulas | 1-gen-2014 | Durante, F; Fernández-Sánchez, J; Trutschnig, W | |
| Invariant dependence structures and Archimedean copulas | 1-gen-2011 | Durante, F; Jaworski, P; Mesiar, R | |
| Marshall-Olkin type copulas generated by a global shock | 1-gen-2016 | Durante, F; Girard, S; Mazo, G | |
| Distorted copulas: Constructions and tail dependence | 1-gen-2010 | Durante, F; Foschi, R; Sarkoci, P | |
| Remarks on two product-like constructions for copulas | 1-gen-2007 | Durante, F; Klement, E-P; Quesada-Molina, Jj; Sarkoci, P | |
| Multivariate hierarchical copulas with shocks | 1-gen-2010 | Durante, F; Hofert, M; Scherer, M | |
| A Journey from Statistics and Probability to Risk Theory: An interview with Ludger Rüschendorf | 1-gen-2015 | Durante, F; Puccetti, M; Scherer, M | |
| Diagonal plane sections of trivariate copulas | 1-gen-2016 | Durante, F; Fernández-Sánchez, J; Quesada-Molina, Jj; Úbeda-Flores, M | |
| On a problem by Schweizer and Sklar | 1-gen-2012 | Durante, F | |
| Bivariate copulas generated by perturbations | 1-gen-2013 | Durante, F; Fernández-Sánchez, J; Úbeda-Flores, M | |
| Die Copulae fanden mich ... Interview mit Paul Embrechts | 1-gen-2015 | Durante, F; Puccetti, G; Scherer, M | |
| Aging functions and multivariate notions of NBU and IFR | 1-gen-2010 | Durante, F; Foschi, R; Spizzichino, F | |
| Flipping of multivariate aggregation functions | 1-gen-2014 | Durante, F; Fernández-Sánchez, J; Quesada-Molina, Jj | |
| Clustering of financial time series in risky scenarios | 1-gen-2014 | Durante, F; Pappadà, R; Torelli, N | |
| Truncation invariant copulas and a testing procedure | 1-gen-2016 | Durante, Fabrizio; Durante, F; Jaworski, P | |
| A new family of symmetric bivariate copulas | 1-gen-2007 | Durante, F |
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