Zhao, Zifeng; Shi, Peng; Feng, Xiaoping Knowledge learning of insurance risks using dependence models. (English) Zbl 07548832 INFORMS J. Comput. 33, No. 3, 1177-1196 (2021). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{Z. Zhao} et al., INFORMS J. Comput. 33, No. 3, 1177--1196 (2021; Zbl 07548832) Full Text: DOI OpenURL
Alanazi, Fadhah Amer Sequential truncation of \(R\)-vine copula mixture model for high-dimensional datasets. (English) Zbl 1486.62144 Int. J. Math. Math. Sci. 2021, Article ID 3214262, 14 p. (2021). MSC: 62H05 62H20 62P05 62H12 PDF BibTeX XML Cite \textit{F. A. Alanazi}, Int. J. Math. Math. Sci. 2021, Article ID 3214262, 14 p. (2021; Zbl 1486.62144) Full Text: DOI OpenURL
Zhou, Rui; Ji, Min Modelling mortality dependence: an application of dynamic vine copula. (English) Zbl 1467.91155 Insur. Math. Econ. 99, 241-255 (2021). MSC: 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{R. Zhou} and \textit{M. Ji}, Insur. Math. Econ. 99, 241--255 (2021; Zbl 1467.91155) Full Text: DOI OpenURL
Alanazi, Fadhah Amer A mixture of regular vines for multiple dependencies. (English) Zbl 1468.62287 J. Probab. Stat. 2021, Article ID 5559518, 15 p. (2021). MSC: 62H05 62P30 PDF BibTeX XML Cite \textit{F. A. Alanazi}, J. Probab. Stat. 2021, Article ID 5559518, 15 p. (2021; Zbl 1468.62287) Full Text: DOI OpenURL
Chang, Bo; Joe, Harry Copula diagnostics for asymmetries and conditional dependence. (English) Zbl 07481495 J. Appl. Stat. 47, No. 9, 1587-1615 (2020). MSC: 62Pxx PDF BibTeX XML Cite \textit{B. Chang} and \textit{H. Joe}, J. Appl. Stat. 47, No. 9, 1587--1615 (2020; Zbl 07481495) Full Text: DOI OpenURL
Nguyen, Hoang; Ausín, M. Concepción; Galeano, Pedro Variational inference for high dimensional structured factor copulas. (English) Zbl 07345930 Comput. Stat. Data Anal. 151, Article ID 107012, 23 p. (2020). MSC: 62-XX PDF BibTeX XML Cite \textit{H. Nguyen} et al., Comput. Stat. Data Anal. 151, Article ID 107012, 23 p. (2020; Zbl 07345930) Full Text: DOI Link OpenURL
Addo, E. jun.; Chanda, E. K.; Metcalfe, A. V. Spatial pair-copula model of grade for an anisotropic gold deposit. (English) Zbl 1421.86015 Math. Geosci. 51, No. 5, 553-578 (2019). MSC: 86A32 62H05 62H11 PDF BibTeX XML Cite \textit{E. Addo jun.} et al., Math. Geosci. 51, No. 5, 553--578 (2019; Zbl 1421.86015) Full Text: DOI OpenURL
Vatter, Thibault; Nagler, Thomas Generalized additive models for pair-copula constructions. (English) Zbl 07498985 J. Comput. Graph. Stat. 27, No. 4, 715-727 (2018). MSC: 62-XX PDF BibTeX XML Cite \textit{T. Vatter} and \textit{T. Nagler}, J. Comput. Graph. Stat. 27, No. 4, 715--727 (2018; Zbl 07498985) Full Text: DOI OpenURL
Hua, Lei; Xia, Michelle; Basu, Sanjib Factor copula approaches for assessing spatially dependent high-dimensional risks. (English) Zbl 07059859 N. Am. Actuar. J. 21, No. 1, 147-160 (2017). MSC: 91-XX 62-XX PDF BibTeX XML Cite \textit{L. Hua} et al., N. Am. Actuar. J. 21, No. 1, 147--160 (2017; Zbl 07059859) Full Text: DOI OpenURL
Simard, Clarence; Rémillard, Bruno Forecasting time series with multivariate copulas. (English) Zbl 1328.62546 Depend. Model. 3, 59-82 (2015). MSC: 62M20 PDF BibTeX XML Cite \textit{C. Simard} and \textit{B. Rémillard}, Depend. Model. 3, 59--82 (2015; Zbl 1328.62546) Full Text: DOI OpenURL
Erhardt, Tobias Michael; Czado, Claudia; Schepsmeier, Ulf Spatial composite likelihood inference using local C-vines. (English) Zbl 1328.62324 J. Multivariate Anal. 138, 74-88 (2015). MSC: 62H11 PDF BibTeX XML Cite \textit{T. M. Erhardt} et al., J. Multivariate Anal. 138, 74--88 (2015; Zbl 1328.62324) Full Text: DOI arXiv OpenURL