values in [a,b], 0<a≤b<∞, and arbitrarily dependent, but independent of X1 and X2. Under some dependence structure between X1 …

This paper examines dependence on environmental resources and impacts on household welfare among the indigenous San and … constituted 20% of the total income. The poorest income quintile showed the highest relative dependence on environmental income …

–Pratt coefficient of absolute risk aversion) and the strength of dependence featured by the corresponding Archimedean copula. Some new … copula families are derived, and their properties are discussed. A numerical example about modeling dependence of coupled …

random pair (X,Y) with dependent components. When the product XY is heavy tailed, under a mild restriction on the dependence …

dependence structures between the summands. The obtained expression for the distribution of the sum features a separation … property into marginal and dependence structure contributions typical for copula approaches. Along the same lines we obtain the …

the dependence of subindexes under study. The results confirm the leading role of the banking sector in the Polish economy …. The dependence structure of the WIG-banking subindex and other subindexes is, in general, asymmetrical. The links between … suggests the usefulness of Regular Vine Copulas in analyzing dependence structures of a number of financial time series. …

This paper presents a methodology to examine the multivariate tail dependence of the implied volatility of equity … changes in the dependence structure in response to common shocks affecting individual risk profiles, possible linkages during … collapse of Lehman Brothers. The average (multivariate) dependence among a global sample of banks and insurance companies …