A multivariate version of Williamson’s theorem, ℓ¹-symmetric survival functions, and generalized Archimedean copulas

Articles in the same Issue

1. Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
2. Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
3. Maximum asymmetry of copulas revisited
4. Portfolio selection based on graphs: Does it align with Markowitz-optimal portfolios?
5. Domination of sample maxima and related extremal dependence measures
6. A generalized class of correlated run shock models
7. Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
8. Stochastic comparisons and bounds for conditional distributions by using copula properties
9. A note on bivariate Archimax copulas
10. Strong uniform consistency rates of conditional quantile estimation in the single functional index model under random censorship
11. Transformation of a copula using the associated co-copula
12. Testing the symmetry of a dependence structure with a characteristic function
13. A multivariate version of Williamson’s theorem, ℓ¹-symmetric survival functions, and generalized Archimedean copulas
14. A sharp inequality for Kendall’s τ and Spearman’s ρ of Extreme-Value Copulas
15. Predictive analytics of insurance claims using multivariate decision trees
16. Topical Issue on Model Uncertainty and Robust Finance
17. Risk bounds with additional information on functionals of the risk vector
18. The strong Fatou property of risk measures
19. Law invariant risk measures and information divergences
20. Ordering risk bounds in factor models
21. The Default Risk Charge approach to regulatory risk measurement processes
22. Interview Article
23. Copulas, credit portfolios, and the broken heart syndrome
24. A Journey Beyond The Gaussian World