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Large-sample tests of extreme-value dependence for multivariate copulas
Kojadinovic, Ivan; Segers, Johan; Yan, Jun - In: Quality control & applied statistics : QCAS ; abstract … 58 (2013) 3, pp. 191-194
Persistent link: https://www.econbiz.de/10010153792
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Lower tail dependence for Archimedean copulas: Characterizations and pitfalls
Charpentier, Arthur; Segers, Johan - In: Insurance / Mathematics & economics 40 (2007) 3, pp. 525-532
Persistent link: https://www.econbiz.de/10007604750
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Tails of random sums of a heavy-tailed number of light-tailed terms
Robert, Christian Y.; Segers, Johan - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 85-92
Persistent link: https://www.econbiz.de/10008082360
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Tails of correlation mixtures of elliptical copulas
Manner, Hans; Segers, Johan - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 153-161
Persistent link: https://www.econbiz.de/10008768330
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Risk concentration and diversification: Second-order properties
Degen, Matthias; Lambrigger, Dominik D.; Segers, Johan - In: Insurance / Mathematics & economics 46 (2010) 3, pp. 541-547
Persistent link: https://www.econbiz.de/10008412223
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Tails of random sums of a heavy-tailed number of light-tailed terms
Robert, Christian Y.; Segers, Johan - In: Insurance / Mathematics & economics 43 (2008) 1, pp. 85-93
Persistent link: https://www.econbiz.de/10008883791