1–50 of 58 hits

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  1.  

    The density of distributions from the Bondesson class

    Bernhart, G. / Mai, J.-F. / Schenk, S. et al. | BASE | 2017
  2.  

    Exchangeable exogenous shock models

    Mai, J.-F. / Schenk, S. / Scherer, M. | BASE | 2016
  3.  

    Lévy-frailty copulas

    Mai, J. / Scherer, M. | BASE | 2016
  4.  

    FVA and electricity bill valuation adjustment – much of a difference?

    Brigo, D. / Fries, C. / Hull, J. et al. | BASE | 2016
  5.  

    Portfolio Selection under Changing Market Conditions

    Ernst, C. / Grossmann, M. / Höcht, S. et al. | BASE | 2016
  6.  

    Stat Trek - An interview with Christian Genest

    Durante, F. / Puccetti, G. / Scherer, M. et al. | BASE | 2016
  7.  

    Parametric Model Risk and Power Plant Valuation

    Bannör, K. F. / Kiesel, R. / Nazarova, A. et al. | BASE | 2016
  8.  

    Factor copulas constructed from stochastic processes

    Bernhart, G. / Mai, J.-F. / Schenk, S. et al. | BASE | 2016
  9.  

    Multivariate hierarchical copulas with shocks

    Durante, F. / Hofert, M. / Scherer, M. | BASE | 2016
  10.  

    Distributions with given marginals: the beginnings

    Durante, F. / Puccetti, G. / Scherer, M. et al. | BASE | 2017
  11.  

    Constructing hierarchical Archimedean copulas with Lévy subordinators

    Hering, C. / Hofert, M. / Mai, J. et al. | BASE | 2016
  12.  

    Two Novel Characterizations of Self-Decomposability on the Half-Line

    Mai, J.-F. / Schenk, S. / Scherer, M. | BASE | 2017
  13.  

    My introduction to copulas - An interview with Roger Nelsen

    Durante, F. / Puccetti, G. / Scherer, M. et al. | BASE | 2017
  14.  

    CDO pricing with nested Archimedean copulas

    Hofert, M. / Scherer, M. | BASE | 2016
  15.  

    Sequential modeling of dependent jump processes

    Mai, J.-F. / Scherer, M. / Schulz, T. | BASE | 2016
  16.  

    Capturing parameter uncertainty with convex risk measures

    Bannör, K. F. / Scherer, M. | BASE | 2016
  17.  

    H-extendible copulas

    Mai, J.-F. / Scherer, M. | BASE | 2016
  18.  

    Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications

    Bernhart, G. / Escobar Anel, M. / Mai, J.-F. et al. | BASE | 2016
  19.  

    A multivariate default model with spread and event risk

    Mai, J.-F. / Olivares, P. / Schenk, S. et al. | BASE | 2014
  20.  

    Shot-noise driven multivariate default models

    Scherer, M. / Schmid, L. / Schmidt, T. | BASE | 2016

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