| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Journey Beyond The Gaussian World: An interview with Harry Joe |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
20 |
| A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf |
0 |
0 |
0 |
7 |
0 |
1 |
1 |
40 |
| A clustering approach and a rule of thumb for risk aggregation |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
58 |
| Aggregating risk capital, with an application to operational risk |
0 |
0 |
0 |
125 |
0 |
0 |
0 |
279 |
| Aggregating risk capital, with an application to operational risk |
0 |
0 |
0 |
31 |
0 |
0 |
1 |
103 |
| An Academic Response to Basel 3.5 |
0 |
0 |
0 |
47 |
1 |
1 |
2 |
230 |
| Bounds for Functions of Dependent Risks |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
96 |
| Bounds for functions of multivariate risks |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
56 |
| Bounds for joint portfolios of dependent risks |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
33 |
| Bounds for the sum of dependent risks having overlapping marginals |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
31 |
| Building bridges between Mathematics, Insurance and Finance: An interview with Paul Embrechts |
0 |
0 |
0 |
4 |
0 |
0 |
0 |
31 |
| Centers of probability measures without the mean |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates |
0 |
0 |
0 |
7 |
0 |
0 |
1 |
45 |
| Conditional expectiles, time consistency and mixture convexity properties |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
44 |
| Copulas, credit portfolios, and the broken heart syndrome |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
16 |
| Distributions with given marginals: the beginnings: An interview with Giorgio Dall’Aglio |
0 |
0 |
1 |
8 |
1 |
1 |
4 |
33 |
| Fair allocation of indivisible goods with minimum inequality or minimum envy |
0 |
0 |
0 |
1 |
1 |
1 |
2 |
9 |
| Heavy Tails and Copulas. Topics in Dependence Modelling in Economics and Finance |
0 |
0 |
1 |
9 |
0 |
0 |
1 |
20 |
| Model uncertainty and VaR aggregation |
0 |
0 |
5 |
54 |
0 |
1 |
10 |
197 |
| Multivariate comonotonicity |
0 |
0 |
0 |
16 |
0 |
0 |
1 |
56 |
| My introduction to copulas: An interview with Roger Nelsen |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
29 |
| On the computation of Wasserstein barycenters |
0 |
1 |
2 |
24 |
1 |
2 |
5 |
63 |
| Reducing model risk via positive and negative dependence assumptions |
0 |
0 |
1 |
2 |
1 |
2 |
3 |
31 |
| Reduction of Value-at-Risk bounds via independence and variance information |
0 |
0 |
1 |
1 |
0 |
0 |
1 |
1 |
| Sharp bounds on the expected shortfall for a sum of dependent random variables |
0 |
0 |
0 |
22 |
0 |
0 |
1 |
81 |
| Special Issue on copulas in memory of Abe Sklar (1925-2020) |
0 |
0 |
1 |
6 |
0 |
0 |
1 |
11 |
| Stat Trek. An interview with Christian Genest |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
307 |
| Studying mixability with supermodular aggregating functions |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
23 |
| The Vine Philosopher: An interview with Roger Cooke |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
11 |
| VaR bounds for joint portfolios with dependence constraints |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
16 |
| Worst VaR scenarios |
0 |
0 |
0 |
55 |
0 |
0 |
0 |
168 |
| Total Journal Articles |
0 |
1 |
12 |
488 |
7 |
11 |
59 |
2,139 |
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