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The joint distribution of stock returns is not elliptical
Chicheportiche, Rémy, (2012)
Constructing discrete unbounded distributions with Gaussian-copula dependence and given rank correlation
Avramidis, Athanassios N., (2014)
Risk aggregation with copula for banking industry
Yoshiba, Toshinao, (2015)
Optimal reinsurance with positively dependent risks
Cai, Jun, (2012)
Some new notions of dependence with applications in optimal allocation problems
Cai, Jun, (2014)
Joint insolvency analysis of a shared MAP risk process : a capital allocation application
Cai, Jun, (2017)