Actuarial and Financial Mathematics Conference : Interplay between Finance and Insurance, February 5-6, 2015

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Brussel, Koninklijke Vlaamse Academie van België voor Wetenschappen en Kunsten, 2015,54 p.
Author(s)
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A new graphical tool for copula selection

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Journal of computational and graphical statistics - ISSN 1061-8600-22:2 (2013) p. 471-493
Author(s)

How to improve the fit of Archimedean copulas by means of transforms

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Statistical papers - ISSN 0932-5026-53:2 (2012) p. 345-355
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Measuring comonotonicity in M-dimensional vectors

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ASTIN bulletin - ISSN 0515-0361-41:1 (2011) p. 191-213
Author(s)