Wiesel, Johannes; Zhang, Erica An optimal transport-based characterization of convex order. (English) Zbl 1528.60036 Depend. Model. 11, Article ID 20230102, 15 p. (2023). MSC: 60G46 60E15 60G42 91G80 PDFBibTeX XMLCite \textit{J. Wiesel} and \textit{E. Zhang}, Depend. Model. 11, Article ID 20230102, 15 p. (2023; Zbl 1528.60036) Full Text: DOI arXiv OA License
Mai, Jan-Frederik About the exact simulation of bivariate (reciprocal) Archimax copulas. (English) Zbl 1489.62002 Depend. Model. 10, 29-47 (2022). MSC: 62-08 65C05 60E05 62H05 PDFBibTeX XMLCite \textit{J.-F. Mai}, Depend. Model. 10, 29--47 (2022; Zbl 1489.62002) Full Text: DOI
Ansari, Jonathan; Rüschendorf, Ludger Sklar’s theorem, copula products, and ordering results in factor models. (English) Zbl 1479.60040 Depend. Model. 9, 267-306 (2021). MSC: 60E15 60E05 28A50 62H05 PDFBibTeX XMLCite \textit{J. Ansari} and \textit{L. Rüschendorf}, Depend. Model. 9, 267--306 (2021; Zbl 1479.60040) Full Text: DOI
Šeliga, Adam; Kauers, Manuel; Saminger-Platz, Susanne; Mesiar, Radko; Kolesárová, Anna; Klement, Erich Peter Polynomial bivariate copulas of degree five: characterization and some particular inequalities. (English) Zbl 1497.62123 Depend. Model. 9, 13-42 (2021). MSC: 62H05 26B25 60E05 62E10 62H20 PDFBibTeX XMLCite \textit{A. Šeliga} et al., Depend. Model. 9, 13--42 (2021; Zbl 1497.62123) Full Text: DOI
Fuchs, Sebastian; Trutschnig, Wolfgang On quantile based co-risk measures and their estimation. (English) Zbl 1460.62070 Depend. Model. 8, 396-416 (2020). MSC: 62H05 60E05 91G70 PDFBibTeX XMLCite \textit{S. Fuchs} and \textit{W. Trutschnig}, Depend. Model. 8, 396--416 (2020; Zbl 1460.62070) Full Text: DOI
Bernard, Carole; Müller, Alfred Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference. (English) Zbl 1453.60024 Depend. Model. 8, 239-253 (2020). MSC: 60E05 60E15 62C05 62E10 62E15 PDFBibTeX XMLCite \textit{C. Bernard} and \textit{A. Müller}, Depend. Model. 8, 239--253 (2020; Zbl 1453.60024) Full Text: DOI arXiv
Ansari, Jonathan; Rüschendorf, Ludger Ordering risk bounds in factor models. (English) Zbl 1434.62076 Depend. Model. 6, 259-287 (2018). MSC: 62H05 62P20 91G70 PDFBibTeX XMLCite \textit{J. Ansari} and \textit{L. Rüschendorf}, Depend. Model. 6, 259--287 (2018; Zbl 1434.62076) Full Text: DOI
Chen, Shengzhong; Gao, Niushan; Xanthos, Foivos The strong Fatou property of risk measures. (English) Zbl 1430.91132 Depend. Model. 6, 183-196 (2018). MSC: 91G70 46E30 PDFBibTeX XMLCite \textit{S. Chen} et al., Depend. Model. 6, 183--196 (2018; Zbl 1430.91132) Full Text: DOI arXiv
Rüschendorf, L. Risk bounds with additional information on functionals of the risk vector. (English) Zbl 1417.91283 Depend. Model. 6, 102-113 (2018). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{L. Rüschendorf}, Depend. Model. 6, 102--113 (2018; Zbl 1417.91283) Full Text: DOI
Rüschendorf, Ludger; Witting, Julian VaR bounds in models with partial dependence information on subgroups. (English) Zbl 1417.91284 Depend. Model. 5, 59-74 (2017). MSC: 91B30 60E15 62P05 PDFBibTeX XMLCite \textit{L. Rüschendorf} and \textit{J. Witting}, Depend. Model. 5, 59--74 (2017; Zbl 1417.91284) Full Text: DOI
Lee, Woojoo; Ahn, Jae Youn Measuring herd behavior: properties and pitfalls. (English) Zbl 1393.62045 Depend. Model. 5, 316-329 (2017). MSC: 62P05 62H05 91G70 PDFBibTeX XMLCite \textit{W. Lee} and \textit{J. Y. Ahn}, Depend. Model. 5, 316--329 (2017; Zbl 1393.62045) Full Text: DOI
Maume-Deschamps, Véronique; Rullière, Didier; Said, Khalil Multivariate extensions of expectiles risk measures. (English) Zbl 1358.91113 Depend. Model. 5, 20-44 (2017). MSC: 91G70 62P05 62H20 PDFBibTeX XMLCite \textit{V. Maume-Deschamps} et al., Depend. Model. 5, 20--44 (2017; Zbl 1358.91113) Full Text: DOI arXiv
Puccetti, Giovanni; Rüschendorf, Ludger; Manko, Dennis VaR bounds for joint portfolios with dependence constraints. (English) Zbl 1386.91175 Depend. Model. 4, 368-381 (2016). MSC: 91G70 62P05 60E15 PDFBibTeX XMLCite \textit{G. Puccetti} et al., Depend. Model. 4, 368--381 (2016; Zbl 1386.91175) Full Text: DOI
Pesenti, Silvana M.; Millossovich, Pietro; Tsanakas, Andreas Robustness regions for measures of risk aggregation. (English) Zbl 1356.91106 Depend. Model. 4, 348-367 (2016). MSC: 91G70 62G35 62P05 60F05 60E15 62H05 PDFBibTeX XMLCite \textit{S. M. Pesenti} et al., Depend. Model. 4, 348--367 (2016; Zbl 1356.91106) Full Text: DOI
Preischl, Michael Bounds on integrals with respect to multivariate copulas. (English) Zbl 1414.91429 Depend. Model. 4, 277-287 (2016). MSC: 91G70 91G40 62H05 62P05 PDFBibTeX XMLCite \textit{M. Preischl}, Depend. Model. 4, 277--287 (2016; Zbl 1414.91429) Full Text: DOI arXiv
Pfeifer, Dietmar; Tsatedem, Hervé Awoumlac; Mändle, Andreas; Girschig, Côme New copulas based on general partitions-of-unity and their applications to risk management. (English) Zbl 1349.62177 Depend. Model. 4, 123-140 (2016). MSC: 62H05 62H12 62H17 62H20 PDFBibTeX XMLCite \textit{D. Pfeifer} et al., Depend. Model. 4, 123--140 (2016; Zbl 1349.62177) Full Text: DOI arXiv
Bernard, Carole; Vanduffel, Steven Quantile of a mixture with application to model risk assessment. (English) Zbl 1355.60019 Depend. Model. 3, 172-181 (2015). MSC: 60E05 60E15 PDFBibTeX XMLCite \textit{C. Bernard} and \textit{S. Vanduffel}, Depend. Model. 3, 172--181 (2015; Zbl 1355.60019) Full Text: DOI
Bernard, Carole; Liu, Yuntao; MacGillivray, Niall; Zhang, Jinyuan Bounds on capital requirements for bivariate risk with given marginals and partial information on the dependence. (English) Zbl 06297671 Depend. Model. 1, 37-53 (2013). MSC: 62E99 62H99 62P05 PDFBibTeX XMLCite \textit{C. Bernard} et al., Depend. Model. 1, 37--53 (2013; Zbl 06297671) Full Text: DOI