Author:
Genest Christian,Okhrin Ostap,Bodnar Taras
Funder
Natural Sciences and Engineering Research Council of Canada
Canada Research Chairs
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference225 articles.
1. Pair-copula constructions of multiple dependence;Aas;Insur. Math. Econ.,2009
2. Ordering risk bounds in factor models;Ansari;Depend. Model.,2018
3. Ordering results for elliptical distributions with applications to risk bounds;Ansari;J. Multivar. Anal.,2021
4. Sklar’s theorem, copula products, and ordering results in factor models;Ansari;Depend. Model.,2021
5. Supermodular and directionally convex comparison results for general factor models;Ansari;J. Multivar. Anal.,2024
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献