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Estimating copula densities through wavelets
Genest, Christian; Masiello, Esterina; Tribouley, Karine - In: Insurance / Mathematics & economics 44 (2009) 2, pp. 170-181
Persistent link: https://www.econbiz.de/10009517645
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Generalized linear models for dependent frequency and severity of insurance claims
Garrido, J.; Genest, Christian; Schulz, J. - In: Insurance / Mathematics & economics 70 (2016), pp. 205-215
Persistent link: https://www.econbiz.de/10011597273
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Rank-based inference tools for copula regression, with property and casualty insurance applications
Côté, Marie-Pier; Genest, Christian; Omelka, Marek - In: Insurance / Mathematics & economics 89 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012133498
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Testing for equality between two copulas
Rémillard, Bruno (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003354351
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Robust conditional variance and value-at-risk estimation
Dupuis, Debbie J.; Papageorgiou, Nicolas A.; … - In: Journal of financial econometrics : official journal of … 13 (2015) 4, pp. 896-921
Persistent link: https://www.econbiz.de/10011417831