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Non-Parametric Inference for B...
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Lower tail dependence for Archimedean copulas : characterizations and pitfalls
Charpentier, Arthur
;
Segers, Johan
- In:
Insurance / Mathematics & economics
40
(
2007
)
3
,
pp. 525-532
Persistent link: https://www.econbiz.de/10003755787
Saved in:
2
Convergence of archimedean copulas
Charpentier, Arthur
(
contributor
);
Segers, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003314853
Saved in:
3
Lower tail dependence for archimedean copulas: characterizations and pitfalls
Charpentier, Arthur
(
contributor
);
Segers, Johan
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003314856
Saved in:
4
Tails of correlation mixtures of elliptical copulas
Manner, Hans
;
Segers, Johan
- In:
Insurance / Mathematics & economics
48
(
2011
)
1
,
pp. 153-160
Persistent link: https://www.econbiz.de/10008839743
Saved in:
5
An M-estimator for tail dependence in arbitrary dimensions
Einmahl, John H. J.
;
Krajina, Andrea
;
Segers, Johan
-
2011
Persistent link: https://www.econbiz.de/10008841187
Saved in:
6
A method of moments estimator of tail dependence
Einmahl, John H. J.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003674635
Saved in:
7
Risk concentration and diversification : second-order properties
Degen, Matthias
;
Lambrigger, Dominik D.
;
Segers, Johan
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 541-546
Persistent link: https://www.econbiz.de/10003981150
Saved in:
8
A continuous updating weighted least squares estimator of tail dependence in high dimensions
Einmahl, John H. J.
;
Kiriliouk, Anna
;
Segers, Johan
-
2016
Persistent link: https://www.econbiz.de/10011427965
Saved in:
9
Max-factor individual risk models with application to credit portfolios
Denuit, Michel
;
Kiriliouk, Anna
;
Segers, Johan
- In:
Insurance / Mathematics & economics
62
(
2015
),
pp. 162-172
Persistent link: https://www.econbiz.de/10011312076
Saved in:
10
Improving upon the marginal empirical distribuition functions when the copula is known
Segers, Johan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003736683
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