Jeong, Himchan; Valdez, Emiliano A. Bayesian credibility premium with GB2 copulas. (English) Zbl 1457.62158 Depend. Model. 8, 157-171 (2020). MSC: 62H05 62E15 62F15 62P05 PDF BibTeX XML Cite \textit{H. Jeong} and \textit{E. A. Valdez}, Depend. Model. 8, 157--171 (2020; Zbl 1457.62158) Full Text: DOI OpenURL
Benoumechiara, Nazih; Bousquet, Nicolas; Michel, Bertrand; Saint-Pierre, Philippe Detecting and modeling critical dependence structures between random inputs of computer models. (English) Zbl 1457.62098 Depend. Model. 8, 263-297 (2020). MSC: 62G07 62G08 62G32 62H20 62H05 62P30 PDF BibTeX XML Cite \textit{N. Benoumechiara} et al., Depend. Model. 8, 263--297 (2020; Zbl 1457.62098) Full Text: DOI arXiv OpenURL
Quan, Zhiyu; Valdez, Emiliano A. Predictive analytics of insurance claims using multivariate decision trees. (English) Zbl 1434.62131 Depend. Model. 6, 377-407 (2018). MSC: 62H30 62P05 62C25 PDF BibTeX XML Cite \textit{Z. Quan} and \textit{E. A. Valdez}, Depend. Model. 6, 377--407 (2018; Zbl 1434.62131) Full Text: DOI OpenURL
Puccetti, Giovanni; Scherer, Matthias [Li, David X.] Copulas, credit portfolios, and the broken heart syndrome. An interview with David X. Li. (English) Zbl 1404.62114 Depend. Model. 6, 114-130 (2018). MSC: 62P05 62H05 PDF BibTeX XML Cite \textit{G. Puccetti} and \textit{M. Scherer}, Depend. Model. 6, 114--130 (2018; Zbl 1404.62114) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets. (English) Zbl 1390.91320 Depend. Model. 5, 354-374 (2017). MSC: 91G60 65C05 91G10 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, Depend. Model. 5, 354--374 (2017; Zbl 1390.91320) Full Text: DOI OpenURL
Marra, Giampiero; Radice, Rosalba A joint regression modeling framework for analyzing bivariate binary data in \(\mathsf{R}\). (English) Zbl 06839234 Depend. Model. 5, 268-294 (2017). MSC: 62H99 62J02 PDF BibTeX XML Cite \textit{G. Marra} and \textit{R. Radice}, Depend. Model. 5, 268--294 (2017; Zbl 06839234) Full Text: DOI OpenURL
Gan, Guojun; Valdez, Emiliano A. An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. (English) Zbl 1382.91046 Depend. Model. 4, 382-400 (2016). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{G. Gan} and \textit{E. A. Valdez}, Depend. Model. 4, 382--400 (2016; Zbl 1382.91046) Full Text: DOI OpenURL
Labopin-Richard, T.; Gamboa, F.; Garivier, A.; Iooss, B. Bregman superquantiles. Estimation methods and applications. (English) Zbl 1348.62076 Depend. Model. 4, 76-108 (2016). MSC: 62F12 62L12 62P05 62P30 PDF BibTeX XML Cite \textit{T. Labopin-Richard} et al., Depend. Model. 4, 76--108 (2016; Zbl 1348.62076) Full Text: DOI arXiv OpenURL
Durante, Fabrizio; Puccetti, Giovanni; Scherer, Matthias; Vanduffel, Steven [Genest, Christian] Stat trek. An interview with Christian Genest. (English) Zbl 1403.62003 Depend. Model. 4, 109-122 (2016). MSC: 62-03 62H05 01A70 PDF BibTeX XML Cite \textit{F. Durante} et al., Depend. Model. 4, 109--122 (2016; Zbl 1403.62003) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{C. Bernard} and \textit{S. Vanduffel}, Depend. Model. 3, 172--181 (2015; Zbl 1355.60019) Full Text: DOI OpenURL
Di Bernardino, Elena; Rullière, Didier On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators. (English) Zbl 1287.62005 Depend. Model. 1, 1-36 (2013). MSC: 62H05 62G05 62G20 62H12 65C60 PDF BibTeX XML Cite \textit{E. Di Bernardino} and \textit{D. Rullière}, Depend. Model. 1, 1--36 (2013; Zbl 1287.62005) Full Text: DOI OpenURL