Azmoodeh, Ehsan; Gasbarra, Dario; Gaunt, Robert E. An asymptotic approach to proving sufficiency of Stein characterisations. (English) Zbl 07662449 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 127-152 (2023). MSC: 34A12 34E05 60E10 62E10 60F05 60H07 PDF BibTeX XML Cite \textit{E. Azmoodeh} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 127--152 (2023; Zbl 07662449) Full Text: arXiv Link OpenURL
Kokol Bukovšek, Damjana; Stopar, Nik On the exact regions determined by Kendall’s tau and other concordance measures. (English) Zbl 07660429 Mediterr. J. Math. 20, No. 3, Paper No. 147, 16 p. (2023). MSC: 62H20 62H05 60E05 PDF BibTeX XML Cite \textit{D. Kokol Bukovšek} and \textit{N. Stopar}, Mediterr. J. Math. 20, No. 3, Paper No. 147, 16 p. (2023; Zbl 07660429) Full Text: DOI OpenURL
Gao, Guangyuan; Li, Jiahong Dependence modeling of frequency-severity of insurance claims using waiting time. (English) Zbl 07656143 Insur. Math. Econ. 109, 29-51 (2023). MSC: 91G05 62P05 62H05 60G55 PDF BibTeX XML Cite \textit{G. Gao} and \textit{J. Li}, Insur. Math. Econ. 109, 29--51 (2023; Zbl 07656143) Full Text: DOI OpenURL
Chariker, Logan; De Masi, Anna; Lebowitz, Joel L.; Presutti, Errico Scaling limit of a generalized contact process. (English) Zbl 07644246 J. Stat. Phys. 190, No. 3, Paper No. 49, 25 p. (2023). MSC: 82Cxx 60Kxx 82-XX PDF BibTeX XML Cite \textit{L. Chariker} et al., J. Stat. Phys. 190, No. 3, Paper No. 49, 25 p. (2023; Zbl 07644246) Full Text: DOI arXiv OpenURL
Berti, Patrizia; Dreassi, Emanuela; Leisen, Fabrizio; Pratelli, Luca; Rigo, Pietro New perspectives on knockoffs construction. (English) Zbl 1498.62037 J. Stat. Plann. Inference 223, 1-14 (2023). MSC: 62E10 62H05 60E05 62J02 PDF BibTeX XML Cite \textit{P. Berti} et al., J. Stat. Plann. Inference 223, 1--14 (2023; Zbl 1498.62037) Full Text: DOI arXiv OpenURL
Beck, Geoffrey; Lannes, David Freely floating objects on a fluid governed by the Boussinesq equations. (English) Zbl 07664881 Ann. Inst. Henri Poincaré, Anal. Non Linéaire 39, No. 3, 575-646 (2022). MSC: 35Q35 35B30 35G61 35L77 76B15 26A33 35R11 PDF BibTeX XML Cite \textit{G. Beck} and \textit{D. Lannes}, Ann. Inst. Henri Poincaré, Anal. Non Linéaire 39, No. 3, 575--646 (2022; Zbl 07664881) Full Text: DOI arXiv OpenURL
Pizon, Marvin G.; Paluga, Rolando N. A special case of Rodriguez-Lallena and Ubeda-Flores copula based on Ruschendorf method. (English) Zbl 1502.62060 Appl. Appl. Math. 17, No. 1, 18-32 (2022). MSC: 62H05 62H10 62H12 62H20 62P12 PDF BibTeX XML Cite \textit{M. G. Pizon} and \textit{R. N. Paluga}, Appl. Appl. Math. 17, No. 1, 18--32 (2022; Zbl 1502.62060) Full Text: Link OpenURL
Ascorbebeitia, Jone; Ferreira, Eva; Orbe, Susan Testing conditional multivariate rank correlations: the effect of institutional quality on factors influencing competitiveness. (English) Zbl 1502.62068 Test 31, No. 4, 931-949 (2022). MSC: 62H20 62G05 62G15 62H05 PDF BibTeX XML Cite \textit{J. Ascorbebeitia} et al., Test 31, No. 4, 931--949 (2022; Zbl 1502.62068) Full Text: DOI OpenURL
Navarro, Jorge; Pellerey, Franco; Mulero, Julio On sums of dependent random lifetimes under the time-transformed exponential model. (English) Zbl 1502.62094 Test 31, No. 4, 879-900 (2022). MSC: 62N05 62H05 62H20 62G08 62G15 PDF BibTeX XML Cite \textit{J. Navarro} et al., Test 31, No. 4, 879--900 (2022; Zbl 1502.62094) Full Text: DOI OpenURL
Krupskii, Pavel; Huser, Raphaël Modeling spatial tail dependence with Cauchy convolution processes. (English) Zbl 07633935 Electron. J. Stat. 16, No. 2, 6135-6174 (2022). MSC: 62H05 60G70 62H11 PDF BibTeX XML Cite \textit{P. Krupskii} and \textit{R. Huser}, Electron. J. Stat. 16, No. 2, 6135--6174 (2022; Zbl 07633935) Full Text: DOI arXiv Link OpenURL
Xu, Hao; Wei, Zhiya; Peng, Xuhui A research on bidimensional compound Poisson-geometric processes risk model with interference. (Chinese. English summary) Zbl 1499.91025 Chin. J. Appl. Probab. Stat. 38, No. 3, 333-343 (2022). MSC: 91B05 62P05 91G05 PDF BibTeX XML Cite \textit{H. Xu} et al., Chin. J. Appl. Probab. Stat. 38, No. 3, 333--343 (2022; Zbl 1499.91025) Full Text: Link OpenURL
Naeem, Muhammad; Ahmed, Sheraz Hedging effectiveness of currency ETFs against WTI crude oil price fluctuations. (English) Zbl 07621769 Luukka, Pasi (ed.) et al., Intelligent systems and applications in business and finance. Cham: Springer. Stud. Fuzziness Soft Comput. 415, 189-216 (2022). MSC: 91G20 62P05 62H05 62M10 PDF BibTeX XML Cite \textit{M. Naeem} and \textit{S. Ahmed}, Stud. Fuzziness Soft Comput. 415, 189--216 (2022; Zbl 07621769) Full Text: DOI OpenURL
Tsanakas, Andreas; Zhu, Rui Selecting bivariate copula models using image recognition. (English) Zbl 07612449 ASTIN Bull. 52, No. 3, 707-734 (2022). MSC: 62H05 PDF BibTeX XML Cite \textit{A. Tsanakas} and \textit{R. Zhu}, ASTIN Bull. 52, No. 3, 707--734 (2022; Zbl 07612449) Full Text: DOI OpenURL
Bergeron, Antoine; Dutilleul, Pierre; Beaulieu, Carole; Bouezmarni, Taoufik Dynamic copulas for monotonic dependence change in time series. (English) Zbl 07610361 Sankhyā, Ser. B 84, No. 2, 683-693 (2022). MSC: 62H05 62M10 91B84 PDF BibTeX XML Cite \textit{A. Bergeron} et al., Sankhyā, Ser. B 84, No. 2, 683--693 (2022; Zbl 07610361) Full Text: DOI OpenURL
Kato, Shogo; Pewsey, Arthur; Jones, M. C. Tractable circula densities from Fourier series. (English) Zbl 1496.62093 Test 31, No. 3, 595-618 (2022). MSC: 62H11 62H05 60E10 PDF BibTeX XML Cite \textit{S. Kato} et al., Test 31, No. 3, 595--618 (2022; Zbl 1496.62093) Full Text: DOI OpenURL
Durante, Fabrizio; Fernández-Sánchez, Juan; Ignazzi, Claudio Baire category results for stochastic orders. (English) Zbl 1501.60017 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 4, Paper No. 188, 15 p. (2022). Reviewer: Taizhong Hu (Hefei) MSC: 60E15 26A21 62H05 PDF BibTeX XML Cite \textit{F. Durante} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 116, No. 4, Paper No. 188, 15 p. (2022; Zbl 1501.60017) Full Text: DOI OpenURL
Liu, Jinan; Serletis, Apostolos World commodity prices and economic activity in advanced and emerging economies. (English) Zbl 1498.91264 Open Econ. Rev. 33, No. 2, 347-374 (2022). MSC: 91B62 62H05 62M10 PDF BibTeX XML Cite \textit{J. Liu} and \textit{A. Serletis}, Open Econ. Rev. 33, No. 2, 347--374 (2022; Zbl 1498.91264) Full Text: DOI OpenURL
Mtar, Tahani; Fekih-Salem, Radhouane; Sari, Tewfik Mortality can produce limit cycles in density-dependent models with a predator-prey relationship. (English) Zbl 07595648 Discrete Contin. Dyn. Syst., Ser. B 27, No. 12, 7445-7467 (2022). MSC: 34C60 92D25 34C05 34D20 34C23 PDF BibTeX XML Cite \textit{T. Mtar} et al., Discrete Contin. Dyn. Syst., Ser. B 27, No. 12, 7445--7467 (2022; Zbl 07595648) Full Text: DOI OpenURL
Yang, Jiaqi; Gimeno, Joan; de la Llave, Rafael Persistence and smooth dependence on parameters of periodic orbits in functional differential equations close to an ODE or an evolutionary PDE. (English) Zbl 07593435 J. Differ. Equations 338, 76-127 (2022). Reviewer: Bernhard Lani-Wayda (Gießen) MSC: 34K05 34K13 34K26 34K30 34C05 34E10 PDF BibTeX XML Cite \textit{J. Yang} et al., J. Differ. Equations 338, 76--127 (2022; Zbl 07593435) Full Text: DOI arXiv OpenURL
Ghalibaf, Mohammad Bolbolian Stress-strength reliability with dependent variables based on copula function. (English) Zbl 1495.62063 J. Dyn. Games 9, No. 3, 283-297 (2022). MSC: 62N05 62H20 62P10 PDF BibTeX XML Cite \textit{M. B. Ghalibaf}, J. Dyn. Games 9, No. 3, 283--297 (2022; Zbl 1495.62063) Full Text: DOI OpenURL
Susam, Selim Orhun; Hudaverdi, Burcu On construction of Bernstein-Bézier type bivariate Archimedean copula. (English) Zbl 1495.62036 REVSTAT 20, No. 3, 337-351 (2022). MSC: 62H05 PDF BibTeX XML Cite \textit{S. O. Susam} and \textit{B. Hudaverdi}, REVSTAT 20, No. 3, 337--351 (2022; Zbl 1495.62036) Full Text: DOI OpenURL
Griessenberger, Florian; Trutschnig, Wolfgang Maximal asymmetry of bivariate copulas and consequences to measures of dependence. (English) Zbl 1495.62034 Depend. Model. 10, 245-269 (2022). MSC: 62H05 62H20 60E05 54E52 PDF BibTeX XML Cite \textit{F. Griessenberger} and \textit{W. Trutschnig}, Depend. Model. 10, 245--269 (2022; Zbl 1495.62034) Full Text: DOI OpenURL
Ressel, Paul Stable tail dependence functions – some basic properties. (English) Zbl 07585776 Depend. Model. 10, 225-235 (2022). Reviewer: Maria C. Mariani (El Paso) MSC: 60E05 62H05 26B40 PDF BibTeX XML Cite \textit{P. Ressel}, Depend. Model. 10, 225--235 (2022; Zbl 07585776) Full Text: DOI OpenURL
Gong, Yan; Huser, Raphaël Asymmetric tail dependence modeling, with application to cryptocurrency market data. (English) Zbl 1498.62308 Ann. Appl. Stat. 16, No. 3, 1822-1847 (2022). MSC: 62P20 62G32 62H05 62H12 PDF BibTeX XML Cite \textit{Y. Gong} and \textit{R. Huser}, Ann. Appl. Stat. 16, No. 3, 1822--1847 (2022; Zbl 1498.62308) Full Text: DOI arXiv OpenURL
Sefidi, Saeide; Ganjali, Mojtaba; Baghfalaki, Taban Analysis of ordinal and continuous longitudinal responses using pair copula construction. (English) Zbl 07579339 Metron 80, No. 2, 255-280 (2022). MSC: 62-XX PDF BibTeX XML Cite \textit{S. Sefidi} et al., Metron 80, No. 2, 255--280 (2022; Zbl 07579339) Full Text: DOI OpenURL
Li, Huanting; Peng, Yunfei; Wu, Kuilin The existence and properties of the solution of a class of nonlinear differential equations with switching at variable times. (English) Zbl 07576978 Discrete Contin. Dyn. Syst., Ser. B 27, No. 10, 5631-5652 (2022). Reviewer: Zhengdong Du (Chengdu) MSC: 34A36 37C60 34C05 34D20 34D23 34D05 34A12 PDF BibTeX XML Cite \textit{H. Li} et al., Discrete Contin. Dyn. Syst., Ser. B 27, No. 10, 5631--5652 (2022; Zbl 07576978) Full Text: DOI OpenURL
Chesneau, Christophe Some new ratio-type copulas: theory and properties. (English) Zbl 1492.62092 Appl. Math. 49, No. 1, 79-101 (2022). MSC: 62H05 62H20 PDF BibTeX XML Cite \textit{C. Chesneau}, Appl. Math. 49, No. 1, 79--101 (2022; Zbl 1492.62092) Full Text: DOI OpenURL
Zheng, Chaowen; Huang, Jingfang; Wood, Ian A.; Wu, Yichao A modified expectation-maximization algorithm for latent Gaussian graphical model. (English. French summary) Zbl 1492.62109 Can. J. Stat. 50, No. 2, 612-637 (2022). MSC: 62H22 62H12 PDF BibTeX XML Cite \textit{C. Zheng} et al., Can. J. Stat. 50, No. 2, 612--637 (2022; Zbl 1492.62109) Full Text: DOI OpenURL
Feltes, G. L.; Lopes, S. R. C. Fractionally integrated moving average stable processes with long-range dependence. (English) Zbl 1493.62357 ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 599-615 (2022). MSC: 62H20 60G10 62M10 62E10 54E99 PDF BibTeX XML Cite \textit{G. L. Feltes} and \textit{S. R. C. Lopes}, ALEA, Lat. Am. J. Probab. Math. Stat. 19, No. 1, 599--615 (2022; Zbl 1493.62357) Full Text: arXiv Link OpenURL
Mahdizadeh, M.; Ghalibaf, M. Bolbolian Dynamic reliability modeling with medical applications. (English) Zbl 1491.62145 REVSTAT 20, No. 1, 15-32 (2022). MSC: 62N05 62H05 62P10 PDF BibTeX XML Cite \textit{M. Mahdizadeh} and \textit{M. B. Ghalibaf}, REVSTAT 20, No. 1, 15--32 (2022; Zbl 1491.62145) Full Text: DOI OpenURL
Schwarzacher, Sebastian; Sroczinski, Matthias Weak-strong uniqueness for an elastic plate interacting with the Navier-Stokes equation. (English) Zbl 1503.35182 SIAM J. Math. Anal. 54, No. 4, 4104-4138 (2022). Reviewer: Song Jiang (Beijing) MSC: 35Q35 35Q74 35Q30 35R37 34A12 35A02 35B35 35D30 35B65 76D05 74F10 74K20 74B05 PDF BibTeX XML Cite \textit{S. Schwarzacher} and \textit{M. Sroczinski}, SIAM J. Math. Anal. 54, No. 4, 4104--4138 (2022; Zbl 1503.35182) Full Text: DOI arXiv OpenURL
Cha, Ji Hwan; Badía, F. G. A new class of marginally regular multivariate counting processes generated by the mixture of multivariate Poisson processes. (English) Zbl 07562229 Commun. Stat., Theory Methods 51, No. 13, 4235-4251 (2022). MSC: 60K10 62P30 PDF BibTeX XML Cite \textit{J. H. Cha} and \textit{F. G. Badía}, Commun. Stat., Theory Methods 51, No. 13, 4235--4251 (2022; Zbl 07562229) Full Text: DOI OpenURL
Miled, Wafa; Ftiti, Zied; Sahut, Jean-Michel Spatial contagion between financial markets: new evidence of asymmetric measures. (English) Zbl 1494.91143 Ann. Oper. Res. 313, No. 2, 1183-1220 (2022). MSC: 91G15 91G45 62P05 62H05 PDF BibTeX XML Cite \textit{W. Miled} et al., Ann. Oper. Res. 313, No. 2, 1183--1220 (2022; Zbl 1494.91143) Full Text: DOI OpenURL
Mamonov, Mikhail E.; Parmeter, Christopher F.; Prokhorov, Artem B. Dependence modeling in stochastic frontier analysis. (English) Zbl 1489.62376 Depend. Model. 10, 123-144 (2022). MSC: 62P20 91B38 62G05 62H05 PDF BibTeX XML Cite \textit{M. E. Mamonov} et al., Depend. Model. 10, 123--144 (2022; Zbl 1489.62376) Full Text: DOI OpenURL
Xun, Baoyin; Yuen, Kam C.; Wang, Kaiyong The finite-time ruin probability of a risk model with a general counting process and stochastic return. (English) Zbl 1499.91026 J. Ind. Manag. Optim. 18, No. 3, 1541-1556 (2022). MSC: 91B05 62P05 62E10 60F05 60G51 PDF BibTeX XML Cite \textit{B. Xun} et al., J. Ind. Manag. Optim. 18, No. 3, 1541--1556 (2022; Zbl 1499.91026) Full Text: DOI OpenURL
Kokol Bukovšek, Damjana; Košir, Tomaž; Mojškerc, Blaž; Omladič, Matjaž Extreme generators of shock induced copulas. (English) Zbl 07537586 Appl. Math. Comput. 429, Article ID 127214, 16 p. (2022). MSC: 62H05 PDF BibTeX XML Cite \textit{D. Kokol Bukovšek} et al., Appl. Math. Comput. 429, Article ID 127214, 16 p. (2022; Zbl 07537586) Full Text: DOI OpenURL
Yuan, Meng; Lu, Dawei Precise large deviation for sums of sub-exponential claims with the \(m\)-dependent semi-Markov type structure. (English) Zbl 1484.62127 Stat. Probab. Lett. 185, Article ID 109440, 9 p. (2022). MSC: 62P05 60F10 62E20 91B05 PDF BibTeX XML Cite \textit{M. Yuan} and \textit{D. Lu}, Stat. Probab. Lett. 185, Article ID 109440, 9 p. (2022; Zbl 1484.62127) Full Text: DOI OpenURL
Longla, Martial; Ndikwa, Fidel Djongreba; Muia, Mathias Nthiani; Takam, Patrice Soh Perturbations of copulas and mixing properties. (English) Zbl 1484.62059 J. Korean Stat. Soc. 51, No. 1, 149-171 (2022). MSC: 62H05 60J20 62G08 62M02 60J35 PDF BibTeX XML Cite \textit{M. Longla} et al., J. Korean Stat. Soc. 51, No. 1, 149--171 (2022; Zbl 1484.62059) Full Text: DOI arXiv OpenURL
Nikoloulopoulos, Aristidis K. The bivariate \(K\)-finite normal mixture ‘blanket’ copula. (English) Zbl 07498033 J. Stat. Comput. Simulation 92, No. 6, 1224-1245 (2022). MSC: 62H05 62-XX PDF BibTeX XML Cite \textit{A. K. Nikoloulopoulos}, J. Stat. Comput. Simulation 92, No. 6, 1224--1245 (2022; Zbl 07498033) Full Text: DOI OpenURL
Carbó-Dorca, Ramon Shadows’ hypercube, vector spaces, and non-linear optimization of QSPR procedures. (English) Zbl 1486.92335 J. Math. Chem. 60, No. 2, 283-310 (2022). MSC: 92E10 15A03 PDF BibTeX XML Cite \textit{R. Carbó-Dorca}, J. Math. Chem. 60, No. 2, 283--310 (2022; Zbl 1486.92335) Full Text: DOI OpenURL
Qian, Huan; Geng, Bingzhen; Wang, Shijie Tail asymptotics of randomly weighted sums of dependent strong subexponential random variables. (English) Zbl 1493.62072 Lith. Math. J. 62, No. 1, 113-122 (2022). MSC: 62E20 60G70 PDF BibTeX XML Cite \textit{H. Qian} et al., Lith. Math. J. 62, No. 1, 113--122 (2022; Zbl 1493.62072) Full Text: DOI OpenURL
Marri, Fouad; Moutanabbir, Khouzeima Risk aggregation and capital allocation using a new generalized Archimedean copula. (English) Zbl 1484.91398 Insur. Math. Econ. 102, 75-90 (2022). MSC: 91G05 91G70 62H05 PDF BibTeX XML Cite \textit{F. Marri} and \textit{K. Moutanabbir}, Insur. Math. Econ. 102, 75--90 (2022; Zbl 1484.91398) Full Text: DOI arXiv OpenURL
Markova, O. V.; Martínez, C.; Rodrigues, R. L. Algebras of length one. (English) Zbl 1486.17006 J. Pure Appl. Algebra 226, No. 7, Article ID 106993, 16 p. (2022). Reviewer: Ivan Kaygorodov (Novosibirsk) MSC: 17A60 17A01 15A03 17A05 PDF BibTeX XML Cite \textit{O. V. Markova} et al., J. Pure Appl. Algebra 226, No. 7, Article ID 106993, 16 p. (2022; Zbl 1486.17006) Full Text: DOI arXiv OpenURL
Giga, Mi-Ho; Giga, Yoshikazu; Kuroda, Ryo; Ochiai, Yusuke Crystalline flow starting from a general polygon. (English) Zbl 1494.53108 Discrete Contin. Dyn. Syst. 42, No. 4, 2027-2051 (2022). Reviewer: Svetlin Georgiev (Sofia) MSC: 53E99 34A12 53E10 74E15 PDF BibTeX XML Cite \textit{M.-H. Giga} et al., Discrete Contin. Dyn. Syst. 42, No. 4, 2027--2051 (2022; Zbl 1494.53108) Full Text: DOI OpenURL
Jahnel, Benedikt; Tóbiás, András; Cali, Elie Phase transitions for the Boolean model of continuum percolation for Cox point processes. (English) Zbl 07477294 Braz. J. Probab. Stat. 36, No. 1, 20-44 (2022). MSC: 82-XX 60-XX PDF BibTeX XML Cite \textit{B. Jahnel} et al., Braz. J. Probab. Stat. 36, No. 1, 20--44 (2022; Zbl 07477294) Full Text: DOI arXiv OpenURL
Tian, Weizhong; Li, Huihui; Gupta, Arjun K. Tail dependence of generalized modified skew slash distribution. (English) Zbl 1484.62024 J. Stat. Theory Pract. 16, No. 1, Paper No. 4, 15 p. (2022). Reviewer: Noureddine Daili (Sétif) MSC: 62E10 62H10 62E17 62H12 60E05 62H05 PDF BibTeX XML Cite \textit{W. Tian} et al., J. Stat. Theory Pract. 16, No. 1, Paper No. 4, 15 p. (2022; Zbl 1484.62024) Full Text: DOI OpenURL
Longla, Martial; Muia Nthiani, Mathias; Djongreba Ndikwa, Fidel Dependence and mixing for perturbations of copula-based Markov chains. (English) Zbl 1473.62162 Stat. Probab. Lett. 180, Article ID 109239, 8 p. (2022). MSC: 62H05 60J35 PDF BibTeX XML Cite \textit{M. Longla} et al., Stat. Probab. Lett. 180, Article ID 109239, 8 p. (2022; Zbl 1473.62162) Full Text: DOI arXiv OpenURL
Košir, Tomaž; Omladič, Matjaž Singular components of shock model copulas. (English) Zbl 1473.62161 J. Comput. Appl. Math. 400, Article ID 113749, 14 p. (2022). MSC: 62H05 62N05 60E05 60E15 PDF BibTeX XML Cite \textit{T. Košir} and \textit{M. Omladič}, J. Comput. Appl. Math. 400, Article ID 113749, 14 p. (2022; Zbl 1473.62161) Full Text: DOI OpenURL
Knorr, Benjamin Exact solutions and residual regulator dependence in functional renormalisation group flows. (English) Zbl 07652625 J. Phys. A, Math. Theor. 54, No. 27, Article ID 275401, 24 p. (2021). MSC: 81-XX 82-XX PDF BibTeX XML Cite \textit{B. Knorr}, J. Phys. A, Math. Theor. 54, No. 27, Article ID 275401, 24 p. (2021; Zbl 07652625) Full Text: DOI arXiv OpenURL
Catalano, Marta; Lijoi, Antonio; Prünster, Igor Transport distances on random vectors of measures: recent advances in Bayesian nonparametrics. (English) Zbl 1496.62090 Hernández-Hernández, Daniel (ed.) et al., Advances in probability and mathematical statistics. CLAPEM 2019. Contributions of the 15th Latin American congress of probability and mathematical statistics, Mérida, Mexico, December 2–6, 2019. Cham: Birkhäuser. Prog. Probab. 79, 59-70 (2021). MSC: 62H05 60G09 60G57 62G99 PDF BibTeX XML Cite \textit{M. Catalano} et al., Prog. Probab. 79, 59--70 (2021; Zbl 1496.62090) Full Text: DOI OpenURL
Bingham, Nick H.; Ostaszewski, Adam J. Extremes and regular variation. (English) Zbl 1496.60055 Chaumont, Loïc (ed.) et al., A lifetime of excursions through random walks and Lévy processes. A volume in honour of Ron Doney’s 80th birthday. Cham: Birkhäuser. Prog. Probab. 78, 121-137 (2021). MSC: 60G70 60-02 PDF BibTeX XML Cite \textit{N. H. Bingham} and \textit{A. J. Ostaszewski}, Prog. Probab. 78, 121--137 (2021; Zbl 1496.60055) Full Text: DOI arXiv OpenURL
Alqawba, Mohammed; Diawara, Norou; Kim, Jong-Min Copula directional dependence of discrete time series marginals. (English) Zbl 1497.62226 Commun. Stat., Simulation Comput. 50, No. 11, 3733-3750 (2021). MSC: 62M10 62J12 62H05 62H20 62-08 PDF BibTeX XML Cite \textit{M. Alqawba} et al., Commun. Stat., Simulation Comput. 50, No. 11, 3733--3750 (2021; Zbl 1497.62226) Full Text: DOI OpenURL
Qu, Leming; Lu, Yang Copula density estimation by finite mixture of parametric copula densities. (English) Zbl 1497.62122 Commun. Stat., Simulation Comput. 50, No. 11, 3315-3337 (2021). MSC: 62H05 62G07 62H12 PDF BibTeX XML Cite \textit{L. Qu} and \textit{Y. Lu}, Commun. Stat., Simulation Comput. 50, No. 11, 3315--3337 (2021; Zbl 1497.62122) Full Text: DOI arXiv OpenURL
Huang, Xin-Wei; Emura, Takeshi Model diagnostic procedures for copula-based Markov chain models for statistical process control. (English) Zbl 1497.62354 Commun. Stat., Simulation Comput. 50, No. 8, 2345-2367 (2021). MSC: 62P30 62M10 62H05 60J20 PDF BibTeX XML Cite \textit{X.-W. Huang} and \textit{T. Emura}, Commun. Stat., Simulation Comput. 50, No. 8, 2345--2367 (2021; Zbl 1497.62354) Full Text: DOI OpenURL
Yilmaz, Mehmet; Ünözkan, Hüseyin On bivariate extension of the univariate transmuted distribution family. (English) Zbl 1491.60034 Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 70, No. 2, 1055-1064 (2021). MSC: 60E05 62H05 62H10 62G30 PDF BibTeX XML Cite \textit{M. Yilmaz} and \textit{H. Ünözkan}, Commun. Fac. Sci. Univ. Ank., Sér. A1, Math. Stat. 70, No. 2, 1055--1064 (2021; Zbl 1491.60034) Full Text: DOI OpenURL
Bian, N’dri Hubert; Hili, Ouagnina; Okou, Gueï Cyrille A goodness-of-fit test based on Kendall’s process: Durante’s bivariate copula models. (English. French summary) Zbl 1485.62061 Afr. Stat. 16, No. 3, 2851-2882 (2021). MSC: 62H05 62G10 62G20 62F40 PDF BibTeX XML Cite \textit{N. H. Bian} et al., Afr. Stat. 16, No. 3, 2851--2882 (2021; Zbl 1485.62061) Full Text: Link OpenURL
Zhang, Min; Wang, Xiaojuan; Jin, Lei; Song, Mei Cascade phenomenon in multilayer networks with dependence groups and hierarchical structure. (English) Zbl 07482371 Physica A 581, Article ID 126201, 10 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Zhang} et al., Physica A 581, Article ID 126201, 10 p. (2021; Zbl 07482371) Full Text: DOI OpenURL
Mercadier, Cécile; Ressel, Paul Hoeffding-Sobol decomposition of homogeneous co-survival functions: from Choquet representation to extreme value theory application. (English) Zbl 1493.62262 Depend. Model. 9, 179-198 (2021). MSC: 62G32 26A48 26B99 44A30 62H05 PDF BibTeX XML Cite \textit{C. Mercadier} and \textit{P. Ressel}, Depend. Model. 9, 179--198 (2021; Zbl 1493.62262) Full Text: DOI OpenURL
Li, Ming Generalized fractional Gaussian noise and its application to traffic modeling. (English) Zbl 07461870 Physica A 579, Article ID 126138, 22 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{M. Li}, Physica A 579, Article ID 126138, 22 p. (2021; Zbl 07461870) Full Text: DOI OpenURL
Huang, Xin-Wei; Wang, Weijing; Emura, Takeshi A copula-based Markov chain model for serially dependent event times with a dependent terminal event. (English) Zbl 1478.62257 Jpn. J. Stat. Data Sci. 4, No. 2, 917-951 (2021); correction ibid. 4, No. 1, 475 (2021). MSC: 62M10 62H05 60J20 62G05 62H12 62E20 62N01 62N05 62P10 PDF BibTeX XML Cite \textit{X.-W. Huang} et al., Jpn. J. Stat. Data Sci. 4, No. 2, 917--951 (2021; Zbl 1478.62257) Full Text: DOI OpenURL
Becklin, Andrew R.; Rammaha, Mohammad A. Hadamard well-posedness for a structure acoustic model with a supercritical source and damping terms. (English) Zbl 1481.35269 Evol. Equ. Control Theory 10, No. 4, 797-836 (2021). MSC: 35L52 35L71 47H05 PDF BibTeX XML Cite \textit{A. R. Becklin} and \textit{M. A. Rammaha}, Evol. Equ. Control Theory 10, No. 4, 797--836 (2021; Zbl 1481.35269) Full Text: DOI OpenURL
Araneda, Axel A.; Bertschinger, Nils The sub-fractional CEV model. (English) Zbl 07459887 Physica A 573, Article ID 125974, 9 p. (2021). MSC: 82-XX PDF BibTeX XML Cite \textit{A. A. Araneda} and \textit{N. Bertschinger}, Physica A 573, Article ID 125974, 9 p. (2021; Zbl 07459887) Full Text: DOI arXiv OpenURL
Lee, Hyunju; Cha, Ji Hwan On a multivariate IFR and positively dependent lifetime model induced by multiple shot-noise processes. (English) Zbl 1477.62281 Stat. Pap. 62, No. 2, 561-590 (2021). MSC: 62N05 60K10 90B25 PDF BibTeX XML Cite \textit{H. Lee} and \textit{J. H. Cha}, Stat. Pap. 62, No. 2, 561--590 (2021; Zbl 1477.62281) Full Text: DOI OpenURL
Foschi, Rachele; Nappo, Giovanna; Spizzichino, Fabio L. Diagonal sections of copulas, multivariate conditional hazard rates and distributions of order statistics for minimally stable lifetimes. (English) Zbl 1493.62271 Depend. Model. 9, 394-423 (2021). MSC: 62H05 62G30 60K10 62N05 PDF BibTeX XML Cite \textit{R. Foschi} et al., Depend. Model. 9, 394--423 (2021; Zbl 1493.62271) Full Text: DOI arXiv OpenURL
Arnold, Barry C.; Arvanitis, Matthew On a general class of gamma based copulas. (English) Zbl 1476.62086 Depend. Model. 9, 374-384 (2021). MSC: 62H05 62E10 PDF BibTeX XML Cite \textit{B. C. Arnold} and \textit{M. Arvanitis}, Depend. Model. 9, 374--384 (2021; Zbl 1476.62086) Full Text: DOI OpenURL
Saminger-Platz, Susanne; Kolesárová, Anna; Šeliga, Adam; Mesiar, Radko; Klement, Erich Peter New results on perturbation-based copulas. (English) Zbl 07451618 Depend. Model. 9, 347-373 (2021). MSC: 62H05 62F10 62H20 PDF BibTeX XML Cite \textit{S. Saminger-Platz} et al., Depend. Model. 9, 347--373 (2021; Zbl 07451618) Full Text: DOI OpenURL
Ghosh, Indranil; Banks, Osborne A study of bivariate generalized Pareto distribution and its dependence structure among model parameters. (English) Zbl 1484.62060 Sankhyā, Ser. B 83, No. 2, 575-604 (2021). MSC: 62H10 62H05 60E15 62H20 PDF BibTeX XML Cite \textit{I. Ghosh} and \textit{O. Banks}, Sankhyā, Ser. B 83, No. 2, 575--604 (2021; Zbl 1484.62060) Full Text: DOI OpenURL
Guo, Nan; Yang, Jingping Modeling the dependence of corporate default. (Chinese. English summary) Zbl 1488.91001 Adv. Math., Beijing 50, No. 4, 481-495 (2021). MSC: 91-10 62P05 62H05 91B05 91G40 PDF BibTeX XML Cite \textit{N. Guo} and \textit{J. Yang}, Adv. Math., Beijing 50, No. 4, 481--495 (2021; Zbl 1488.91001) Full Text: DOI OpenURL
Salazar Flores, Yuri; Díaz-Hernández, Adán Counterdiagonal/nonpositive tail dependence in vine copula constructions: application to portfolio management. (English) Zbl 1480.62215 Stat. Methods Appl. 30, No. 2, 375-407 (2021). MSC: 62P05 62H05 91G10 PDF BibTeX XML Cite \textit{Y. Salazar Flores} and \textit{A. Díaz-Hernández}, Stat. Methods Appl. 30, No. 2, 375--407 (2021; Zbl 1480.62215) Full Text: DOI OpenURL
Linero Bas, A.; Nieves Roldán, D. Periods of a max-type equation. (English) Zbl 1479.39014 J. Difference Equ. Appl. 27, No. 11, 1608-1645 (2021). MSC: 39A23 37E15 PDF BibTeX XML Cite \textit{A. Linero Bas} and \textit{D. Nieves Roldán}, J. Difference Equ. Appl. 27, No. 11, 1608--1645 (2021; Zbl 1479.39014) Full Text: DOI arXiv OpenURL
Catalano, Marta; Lijoi, Antonio; Prünster, Igor Measuring dependence in the Wasserstein distance for Bayesian nonparametric models. (English) Zbl 1486.62081 Ann. Stat. 49, No. 5, 2916-2947 (2021). MSC: 62G05 62F15 60G09 60G57 62H05 PDF BibTeX XML Cite \textit{M. Catalano} et al., Ann. Stat. 49, No. 5, 2916--2947 (2021; Zbl 1486.62081) Full Text: DOI Link OpenURL
Einmahl, John H. J.; Segers, Johan Empirical tail copulas for functional data. (English) Zbl 1486.62140 Ann. Stat. 49, No. 5, 2672-2696 (2021). MSC: 62G32 62H05 62G05 62G20 62G30 62R10 60F17 60G70 PDF BibTeX XML Cite \textit{J. H. J. Einmahl} and \textit{J. Segers}, Ann. Stat. 49, No. 5, 2672--2696 (2021; Zbl 1486.62140) Full Text: DOI arXiv Link OpenURL
Kim, Minjoo; Yang, Junhong; Song, Pengcheng; Zhao, Yang The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments. (English) Zbl 1479.91375 Quant. Finance 21, No. 5, 815-835 (2021). MSC: 91G15 91G70 PDF BibTeX XML Cite \textit{M. Kim} et al., Quant. Finance 21, No. 5, 815--835 (2021; Zbl 1479.91375) Full Text: DOI OpenURL
Šeliga, Adam; Kauers, Manuel; Saminger-Platz, Susanne; Mesiar, Radko; Kolesárová, Anna; Klement, Erich Peter Polynomial bivariate copulas of degree five: characterization and some particular inequalities. (English) Zbl 1497.62123 Depend. Model. 9, 13-42 (2021). MSC: 62H05 26B25 60E05 62E10 62H20 PDF BibTeX XML Cite \textit{A. Šeliga} et al., Depend. Model. 9, 13--42 (2021; Zbl 1497.62123) Full Text: DOI OpenURL
Fung, Thomas; Seneta, Eugene Tail asymptotics for the bivariate equi-skew generalized hyperbolic distribution and its variance-gamma special case. (English) Zbl 1473.62193 Stat. Probab. Lett. 178, Article ID 109182, 8 p. (2021). MSC: 62H20 62H05 PDF BibTeX XML Cite \textit{T. Fung} and \textit{E. Seneta}, Stat. Probab. Lett. 178, Article ID 109182, 8 p. (2021; Zbl 1473.62193) Full Text: DOI OpenURL
Liu, Yang; Chen, Zhenlong; Fu, Ke-Ang Asymptotics for a time-dependent renewal risk model with subexponential main claims and delayed claims. (English) Zbl 1473.62351 Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021). MSC: 62P05 62E10 91B05 PDF BibTeX XML Cite \textit{Y. Liu} et al., Stat. Probab. Lett. 177, Article ID 109174, 11 p. (2021; Zbl 1473.62351) Full Text: DOI OpenURL
Cordero, Alicia; Soto-Quiros, Pablo; Torregrosa, Juan R. A general class of arbitrary order iterative methods for computing generalized inverses. (English) Zbl 07425010 Appl. Math. Comput. 409, Article ID 126381, 18 p. (2021). MSC: 65Fxx 15Axx 94Axx 93Bxx 65Hxx PDF BibTeX XML Cite \textit{A. Cordero} et al., Appl. Math. Comput. 409, Article ID 126381, 18 p. (2021; Zbl 07425010) Full Text: DOI OpenURL
Gleiser, Reinaldo J. Linear perturbations of the Linet-Tian metrics with a positive cosmological constant. (English) Zbl 1479.83009 Classical Quantum Gravity 38, No. 19, Article ID 195027, 33 p. (2021). MSC: 83C05 83C15 53B50 35B20 37K35 35B30 PDF BibTeX XML Cite \textit{R. J. Gleiser}, Classical Quantum Gravity 38, No. 19, Article ID 195027, 33 p. (2021; Zbl 1479.83009) Full Text: DOI arXiv OpenURL
Clemente, Gian Paolo; Grassi, Rosanna; Hitaj, Asmerilda Asset allocation: new evidence through network approaches. (English) Zbl 1482.91193 Ann. Oper. Res. 299, No. 1-2, 61-80 (2021). Reviewer: John O’Hara (Colchester) MSC: 91G10 91G45 PDF BibTeX XML Cite \textit{G. P. Clemente} et al., Ann. Oper. Res. 299, No. 1--2, 61--80 (2021; Zbl 1482.91193) Full Text: DOI arXiv OpenURL
Calogero, Francesco; Payandeh, Farrin Solution of the system of two coupled first-order ODEs with second-degree polynomial right-hand sides. (English) Zbl 1481.34005 Math. Phys. Anal. Geom. 24, No. 3, Paper No. 29, 23 p. (2021). MSC: 34A05 34A34 34A12 34C05 PDF BibTeX XML Cite \textit{F. Calogero} and \textit{F. Payandeh}, Math. Phys. Anal. Geom. 24, No. 3, Paper No. 29, 23 p. (2021; Zbl 1481.34005) Full Text: DOI arXiv OpenURL
Quessy, Jean-François A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses. (English) Zbl 1478.62115 J. Multivariate Anal. 186, Article ID 104815, 13 p. (2021). MSC: 62H05 62H30 62G15 62G20 60E15 PDF BibTeX XML Cite \textit{J.-F. Quessy}, J. Multivariate Anal. 186, Article ID 104815, 13 p. (2021; Zbl 1478.62115) Full Text: DOI OpenURL
Conti, Pier Luigi; Marella, Daniela; Vicard, Paola; Vitale, Vincenzina Multivariate statistical matching using graphical modeling. (English) Zbl 1493.62362 Int. J. Approx. Reasoning 130, 150-169 (2021). MSC: 62H22 PDF BibTeX XML Cite \textit{P. L. Conti} et al., Int. J. Approx. Reasoning 130, 150--169 (2021; Zbl 1493.62362) Full Text: DOI OpenURL
Bresch, Didier; Lannes, David; Métivier, Guy Waves interacting with a partially immersed obstacle in the Boussinesq regime. (English) Zbl 07413798 Anal. PDE 14, No. 4, 1085-1124 (2021). MSC: 35Q35 35B30 35G61 76B15 35A01 35A02 35B05 35R35 PDF BibTeX XML Cite \textit{D. Bresch} et al., Anal. PDE 14, No. 4, 1085--1124 (2021; Zbl 07413798) Full Text: DOI arXiv OpenURL
Naeem, Muhammad Abubakr; Karim, Sitara Tail dependence between bitcoin and green financial assets. (English) Zbl 1471.91632 Econ. Lett. 208, Article ID 110068, 5 p. (2021). MSC: 91G99 62P05 62H05 62G32 PDF BibTeX XML Cite \textit{M. A. Naeem} and \textit{S. Karim}, Econ. Lett. 208, Article ID 110068, 5 p. (2021; Zbl 1471.91632) Full Text: DOI OpenURL
Cheng, Fengyang; Cheng, Dongya; Chen, Zhangting Asymptotic behavior for finite-time ruin probabilities in a generalized bidimensional risk model with subexponential claims. (English) Zbl 1475.62249 Japan J. Ind. Appl. Math. 38, No. 3, 947-963 (2021). MSC: 62P05 62E10 62E20 62G32 60G70 91G40 PDF BibTeX XML Cite \textit{F. Cheng} et al., Japan J. Ind. Appl. Math. 38, No. 3, 947--963 (2021; Zbl 1475.62249) Full Text: DOI OpenURL
Krupskii, Pavel; Genton, Marc G. Conditional normal extreme-value copulas. (English) Zbl 1475.62163 Extremes 24, No. 3, 403-431 (2021). MSC: 62H05 60G70 62P20 62P35 PDF BibTeX XML Cite \textit{P. Krupskii} and \textit{M. G. Genton}, Extremes 24, No. 3, 403--431 (2021; Zbl 1475.62163) Full Text: DOI arXiv OpenURL
Hashorva, Enkelejd; Padoan, Simone A.; Rizzelli, Stefano Multivariate extremes over a random number of observations. (English) Zbl 1473.62158 Scand. J. Stat. 48, No. 3, 845-880 (2021). MSC: 62H05 62G05 62G32 PDF BibTeX XML Cite \textit{E. Hashorva} et al., Scand. J. Stat. 48, No. 3, 845--880 (2021; Zbl 1473.62158) Full Text: DOI arXiv OpenURL
Kasper, Thimo M.; Fuchs, Sebastian; Trutschnig, Wolfgang On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation. (English) Zbl 1473.62160 Bernoulli 27, No. 4, 2217-2240 (2021). MSC: 62H05 62G05 62G32 PDF BibTeX XML Cite \textit{T. M. Kasper} et al., Bernoulli 27, No. 4, 2217--2240 (2021; Zbl 1473.62160) Full Text: DOI arXiv OpenURL
von Loeper, Freimut; Kirstein, Tom; Idlbi, Basem; Ruf, Holger; Heilscher, Gerd; Schmidt, Volker Probabilistic analysis of solar power supply using D-vine copulas based on meteorological variables. (English) Zbl 1472.62169 Göttlich, Simone (ed.) et al., Mathematical modeling, simulation and optimization for power engineering and management. Cham: Springer. Math. Ind. 34, 51-68 (2021). MSC: 62P30 62H05 PDF BibTeX XML Cite \textit{F. von Loeper} et al., Math. Ind. 34, 51--68 (2021; Zbl 1472.62169) Full Text: DOI OpenURL
Genest, Christian; Jaworski, Piotr On the class of bivariate Archimax copulas under constraints. (English) Zbl 1467.62074 Fuzzy Sets Syst. 415, 37-53 (2021). MSC: 62H05 PDF BibTeX XML Cite \textit{C. Genest} and \textit{P. Jaworski}, Fuzzy Sets Syst. 415, 37--53 (2021; Zbl 1467.62074) Full Text: DOI OpenURL
Saminger-Platz, Susanne; Kolesárová, Anna; Šeliga, Adam; Mesiar, Radko; Klement, Erich Peter The impact on the properties of the EFGM copulas when extending this family. (English) Zbl 1467.62077 Fuzzy Sets Syst. 415, 1-26 (2021). MSC: 62H05 PDF BibTeX XML Cite \textit{S. Saminger-Platz} et al., Fuzzy Sets Syst. 415, 1--26 (2021; Zbl 1467.62077) Full Text: DOI OpenURL
Mroz, Thomas; Fuchs, Sebastian; Trutschnig, Wolfgang How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond. (English) Zbl 1471.62359 Electron. J. Stat. 15, No. 1, 1951-1992 (2021). MSC: 62H05 62A01 PDF BibTeX XML Cite \textit{T. Mroz} et al., Electron. J. Stat. 15, No. 1, 1951--1992 (2021; Zbl 1471.62359) Full Text: DOI arXiv OpenURL
Du, Nguyen H.; Hening, Alexandru; Nguyen, Dang H.; Yin, George Dynamical systems under random perturbations with fast switching and slow diffusion: hyperbolic equilibria and stable limit cycles. (English) Zbl 1476.34128 J. Differ. Equations 293, 313-358 (2021). MSC: 34F05 34C05 60H10 60J99 34C29 34E10 34A12 PDF BibTeX XML Cite \textit{N. H. Du} et al., J. Differ. Equations 293, 313--358 (2021; Zbl 1476.34128) Full Text: DOI OpenURL
Picavet, Gabriel; Picavet-L’Hermitte, Martine The Loewy series of an FCP (distributive) ring extension. (English) Zbl 1471.13021 Int. Electron. J. Algebra 29, 15-49 (2021). Reviewer: Owen Biesel (Northfield) MSC: 13B02 13B21 13B22 06E05 06D05 13B30 12F10 PDF BibTeX XML Cite \textit{G. Picavet} and \textit{M. Picavet-L'Hermitte}, Int. Electron. J. Algebra 29, 15--49 (2021; Zbl 1471.13021) Full Text: arXiv Link OpenURL
Momeni, M.; Fallah, N. Meshfree finite volume method for active vibration control of temperature-dependent piezoelectric laminated composite plates. (English) Zbl 07371674 Eng. Anal. Bound. Elem. 130, 364-378 (2021). MSC: 74-XX 82-XX PDF BibTeX XML Cite \textit{M. Momeni} and \textit{N. Fallah}, Eng. Anal. Bound. Elem. 130, 364--378 (2021; Zbl 07371674) Full Text: DOI OpenURL
Ji, Liuyan; Tan, Ken Seng; Yang, Fan Tail dependence and heavy tailedness in extreme risks. (English) Zbl 1467.91142 Insur. Math. Econ. 99, 282-293 (2021). MSC: 91G05 62P05 62H05 62G32 PDF BibTeX XML Cite \textit{L. Ji} et al., Insur. Math. Econ. 99, 282--293 (2021; Zbl 1467.91142) Full Text: DOI Link 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
He, Lei; Lin, Lin Copula-AR\((n)\)-SVL mortality models and measurement of longevity risk. (Chinese. English summary) Zbl 1474.62363 Chin. J. Appl. Probab. Stat. 37, No. 1, 26-36 (2021). MSC: 62P05 62P25 91G05 62H05 62M10 PDF BibTeX XML Cite \textit{L. He} and \textit{L. Lin}, Chin. J. Appl. Probab. Stat. 37, No. 1, 26--36 (2021; Zbl 1474.62363) Full Text: DOI OpenURL
Simpson, Emma S.; Wadsworth, Jennifer L.; Tawn, Jonathan A. A geometric investigation into the tail dependence of vine copulas. (English) Zbl 1467.62079 J. Multivariate Anal. 184, Article ID 104736, 21 p. (2021). MSC: 62H05 62G32 60G70 PDF BibTeX XML Cite \textit{E. S. Simpson} et al., J. Multivariate Anal. 184, Article ID 104736, 21 p. (2021; Zbl 1467.62079) Full Text: DOI arXiv OpenURL
Oh, Rosy; Ahn, Jae Youn; Lee, Woojoo On copula-based collective risk models: from elliptical copulas to vine copulas. (English) Zbl 1467.91148 Scand. Actuar. J. 2021, No. 1, 1-33 (2021). MSC: 91G05 62P05 62H05 PDF BibTeX XML Cite \textit{R. Oh} et al., Scand. Actuar. J. 2021, No. 1, 1--33 (2021; Zbl 1467.91148) Full Text: DOI OpenURL