50 p

Modelling Dependence with Copulas and Applications to Risk Management (2001)

23 p

Modelling dependence for credit derivatives with copulas (2001)

21 p

How to Build Aggregation Operators from Data (2003)

63 p

Financial Risk and Heavy Tails (2002)

50 p

Estimation Of Copula Models For Time Series Of Possibly Different Lengths (2001)

38 p

Correlation And Dependence In Risk Management--Properties And Pitfalls (1999)

8 p

Copulas and Credit Models (2001)

4 p

Copulae and Their Uses (2002)