Lefèvre, Claude On partially Schur-constant models and their associated copulas. (English) Zbl 1493.62272 Depend. Model. 9, 225-242 (2021). MSC: 62H05 62H10 60G09 PDFBibTeX XMLCite \textit{C. Lefèvre}, Depend. Model. 9, 225--242 (2021; Zbl 1493.62272) Full Text: DOI
Mai, Jan-Frederik Simulation algorithms for hierarchical Archimedean copulas beyond the completely monotone case. (English) Zbl 1448.62065 Depend. Model. 7, 202-214 (2019). MSC: 62H05 62H10 60E05 26A48 PDFBibTeX XMLCite \textit{J.-F. Mai}, Depend. Model. 7, 202--214 (2019; Zbl 1448.62065) Full Text: DOI
Ressel, Paul A multivariate version of Williamson’s theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas. (English) Zbl 1434.62085 Depend. Model. 6, 356-368 (2018). MSC: 62H05 26A48 26B40 62N05 60E05 PDFBibTeX XMLCite \textit{P. Ressel}, Depend. Model. 6, 356--368 (2018; Zbl 1434.62085) Full Text: DOI
Ren, Jiandong; Zitikis, Ričardas CMPH: a multivariate phase-type aggregate loss distribution. (English) Zbl 1393.91101 Depend. Model. 5, 304-315 (2017). MSC: 91B30 62H05 62P05 PDFBibTeX XMLCite \textit{J. Ren} and \textit{R. Zitikis}, Depend. Model. 5, 304--315 (2017; Zbl 1393.91101) Full Text: DOI
Cuberos, A.; Masiello, E.; Maume-Deschamps, V. High level quantile approximations of sums of risks. (English) Zbl 1329.62302 Depend. Model. 3, 141-158 (2015). MSC: 62H99 62P05 PDFBibTeX XMLCite \textit{A. Cuberos} et al., Depend. Model. 3, 141--158 (2015; Zbl 1329.62302) Full Text: DOI