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Compatibility and attainability of matrices of correlation-based measures of concordance
Hofert, Marius; Koike, Takaaki - In: Astin bulletin : the journal of the International … 49 (2019) 3, pp. 885-918
Persistent link: https://www.econbiz.de/10012125190
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Multivariate geometric expectiles
Herrmann, Klaus J.; Hofert, Marius; Mailhot, Mélina - In: Scandinavian actuarial journal (2018) 7, pp. 629-659
Persistent link: https://www.econbiz.de/10011939715
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Multivariate geometric tail- and range-value-at-risk
Herrmann, Klaus; Hofert, Marius; Mailhot, Mélina - In: ASTIN bulletin : the journal of the International … 50 (2020) 1, pp. 265-292
Persistent link: https://www.econbiz.de/10012194132
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Risk measures and dependence modeling
Embrechts, Paul; Hofert, Marius - In: Handbook of Insurance : Volume II, (pp. 95-126). 2025
Persistent link: https://www.econbiz.de/10015394058