Lorenz-generated bivariate Archimedean copulas

Articles in the same Issue

1. Regular articles
2. Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
3. Modelling with star-shaped distributions
4. Checkerboard copula defined by sums of random variables
5. The deFinetti representation of generalised Marshall–Olkin sequences
6. Bayesian estimation of generalized partition of unity copulas
7. Bivariate box plots based on quantile regression curves
8. Bayesian credibility premium with GB2 copulas
9. Optimizing effective numbers of tests by vine copula modeling
10. Lorenz-generated bivariate Archimedean copulas
11. The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
12. Nonparametric relative recursive regression
13. Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
14. Quadratic transformation of multivariate aggregation functions
15. Detecting and modeling critical dependence structures between random inputs of computer models
16. State dependent correlations in the Vasicek default model
17. A new extreme value copula and new families of univariate distributions based on Freund’s exponential model
18. Multivariate medial correlation with applications
19. Two symmetric and computationally efficient Gini correlations
20. On quantile based co-risk measures and their estimation
21. Copula modeling for discrete random vectors
22. Interview Article
23. The gentleman copulist
24. Insurance applications of dependence modeling
25. Erratum
26. Erratum regarding “Optimizing effective numbers of tests by vine copula modeling”