Amiri, Mehdi; Balakrishnan, Narayanaswamy; Eftekharian, Abbas Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios. (English) Zbl 07596117 Stat. Methods Appl. 31, No. 3, 679-707 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{M. Amiri} et al., Stat. Methods Appl. 31, No. 3, 679--707 (2022; Zbl 07596117) Full Text: DOI OpenURL
Perrone, Elisa; Rappold, Andreas; Müller, Werner G. \(D_s\)-optimality in copula models. (English) Zbl 1384.62278 Stat. Methods Appl. 26, No. 3, 403-418 (2017). MSC: 62K05 62H05 62F10 PDF BibTeX XML Cite \textit{E. Perrone} et al., Stat. Methods Appl. 26, No. 3, 403--418 (2017; Zbl 1384.62278) Full Text: DOI OpenURL
Furmańczyk, Konrad Archimedean copulas with applications to VaR estimation. (English) Zbl 1373.60029 Stat. Methods Appl. 25, No. 2, 269-283 (2016). MSC: 60E05 62G30 62H05 PDF BibTeX XML Cite \textit{K. Furmańczyk}, Stat. Methods Appl. 25, No. 2, 269--283 (2016; Zbl 1373.60029) Full Text: DOI OpenURL
Gonzalez, Juan; Rodriguez, Daniela; Sued, Mariela Threshold selection for extremes under a semiparametric model. (English) Zbl 1332.62165 Stat. Methods Appl. 22, No. 4, 481-500 (2013). MSC: 62G32 PDF BibTeX XML Cite \textit{J. Gonzalez} et al., Stat. Methods Appl. 22, No. 4, 481--500 (2013; Zbl 1332.62165) Full Text: DOI OpenURL
Hernández-Bastida, Agustín; Fernández-Sánchez, M. Pilar A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model. (English) Zbl 1332.62042 Stat. Methods Appl. 21, No. 4, 391-409 (2012). MSC: 62E10 62-07 62F15 91B30 PDF BibTeX XML Cite \textit{A. Hernández-Bastida} and \textit{M. P. Fernández-Sánchez}, Stat. Methods Appl. 21, No. 4, 391--409 (2012; Zbl 1332.62042) Full Text: DOI OpenURL