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1
Content available remote

Distributions with given marginals: the beginnings

100%
Durante F., Puccetti G., Scherer M., Vanduffel S.
Dependence Modeling
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2016
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tom 4
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nr 1
2
Content available remote

Stat Trek. An interview with Christian Genest

100%
Durante F., Puccetti G., Scherer M., Vanduffel S.
Dependence Modeling
|
2016
|
tom 4
|
nr 1
3
Content available remote

Baire category results for quasi–copulas

100%
Durante F., Fernández-Sánchez J., Trutschnig W.
Dependence Modeling
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2016
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tom 4
|
nr 1
EN
The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling. It is shown that the class of all quasi–copulas that are (locally) associated to a doubly stochastic signed measure is a set of first category in the class of all quasi– copulas. Moreover, it is proved that copulas are nowhere dense in the class of quasi-copulas. The results are obtained via a checkerboard approximation of quasi–copulas.
4
Content available remote

Solution to an open problem about a transformation on the space of copulas

100%
Durante F., Fernández-Sánchez J., Trutschnig W.
Dependence Modeling
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2014
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tom 2
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nr 1
EN
We solve a recent open problem about a new transformation mapping the set of copulas into itself. The obtained mapping is characterized in algebraic terms and some limit results are proved.
5
Content available remote

My introduction to copulas

100%
Durante F., Puccetti G., Scherer M., Vanduffel S.
Dependence Modeling
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2017
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tom 5
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nr 1
88-98
6
Content available remote

The Vine Philosopher

100%
Durante F., Puccetti G., Scherer M., Vanduffel S.
Dependence Modeling
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2017
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tom 5
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nr 1
256-267
7
Content available remote

A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf

100%
Durante F., Puccetti G., Scherer M.
Dependence Modeling
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2015
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tom 3
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nr 1
8
Content available remote

Building bridges between Mathematics, Insurance and Finance

100%
Durante F., Puccetti G., Scherer M.
Dependence Modeling
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2015
|
tom 3
|
nr 1
EN
Paul Embrechts is Professor of Mathematics at the ETH Zurich specializing in Actuarial Mathematics and Quantitative Risk Management. Previous academic positions include the Universities of Leuven, Limburg and London (Imperial College). Dr. Embrechts has held visiting professorships at several universities, including the Scuola Normale in Pisa (Cattedra Galileiana), the London School of Economics (Centennial Professor of Finance), the University of Vienna, Paris 1 (Panthéon-Sorbonne), theNationalUniversity of Singapore, KyotoUniversity,was Visiting Man Chair 2014 at the Oxford-Man Institute of Oxford University and has an Honorary Doctorate from the University of Waterloo, Heriot-Watt University, Edinburgh, and the Université Catholique de Louvain. He is an Elected Fellow of the Institute of Mathematical Statistics and the American Statistical Association, Honorary Fellow of the Institute and the Faculty of Actuaries, Actuary-SAA, Member Honoris Causa of the Belgian Institute of Actuaries and is on the editorial board of numerous scientific journals.He belongs to various national and international research and academic advisory committees. He co-authored the influential books Modelling of Extremal Events for Insurance and Finance, Springer, 1997 [8] andQuantitative RiskManagement: Concepts, Techniques and Tools, Princeton UP, 2005, 2015 [14] and published over 180 scientific papers. Dr. Embrechts consults on issues in Quantitative Risk Management for financial institutions, insurance companies and international regulatory authorities.
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