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A new graphical tool for copula selection
Michiels, Frederik; De Schepper, Ann - 2010
Persistent link: https://www.econbiz.de/10003996145
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Understanding copula transforms : a review of dependence properties
Michiels, Frederik; De Schepper, Ann - 2009
Persistent link: https://www.econbiz.de/10003996828
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Exploring the lambda copula construction method for Archimedean copulas : discussion of three lambda types
Michiels, Frederik; Koch, Inge; De Schepper, Ann - 2008
Persistent link: https://www.econbiz.de/10003834785
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A copula test space model : how to avoid the wrong copula choice
Michiels, Frederik (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003724694
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On the use of copulas for calculating the present value of a general cash flow
Goovaerts, Marc J.; De Schepper, Ann; Hua, Yong; … - In: Tijdschrift voor economie en management 50 (2005) 1, pp. 69-93
Persistent link: https://www.econbiz.de/10002749736
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An investigation on the use of copulas when calculating general cash flow distributions
Goovaerts, Marc J.; De Schepper, Ann; Hua, Yong; … - 2004
Persistent link: https://www.econbiz.de/10002263734
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Copulas and the distribution of cash flows with mixed signs
Goovaerts, Marc J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001916856
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The comonotonicity coefficient : a new measure of positive dependence in a multivariate setting
Koch, Inge (contributor); De Schepper, Ann (contributor) - 2007
Persistent link: https://www.econbiz.de/10003467239