Brechmann, E.C., K. Hendrich and C. Czado
Conditional copula simulation for systemic risk stress testing.
Insurance: Mathematics and Economics
2013
53
722-732

Brechmann, E.C.
Sampling from hierarchical Kendall copulas
Journal de la Société Française de Statistique
2013
154
1
192-209

Brechmann, E.C., Hendrich, K., and Czado, C.
Conditional copula simulation for systemic risk stress testing
Insurance: Mathematics and Economics
2013
53
3
722–732

Czado, C., Brechmann, E.C., and Gruber, L.
Jaworski, P., Durante, F. and Härdle, W. K. (Eds.)
Selection of Vine Copulas.
17-37
Jaworski, Piotr, Durante, Fabrizio, Härdle, Wolfgang Karl: Copulae in Mathematical and Quantitative Finance
Springer
2013

Krämer, N., Brechmann, E.C., Silvestrini, D., and Czado, C.
Total loss estimation using copula-based regression models
Insurance: Mathematics and Economics
2013
53
3
829–839

Brechmann, E., and Schepsmeier, U.
CDVine: Modeling Dependence with C- and D-Vine Copulas in R
Journal of Statistical Software
2013
52
3
1-27

Dißmann, J., Brechmann, E.C., Czado, C., and Kurowicka, D.
Selecting and estimating regular vine copulae and application to financial returns
Computational Statistics and Data Analysis
2013
59
52–69

Brechmann, E.C., and Czado, C.
Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50
Statistics and Risk Modeling
2013
30
4
307–342

Bernard, C., and Czado, C.
Multivariate option pricing using copulae
Applied Stochastic Models in Business and Industry
2013
29
5
509–526