Insurance applications of dependence modeling: An interview with Edward (Jed) Frees
Dependence Modeling
2020
The deFinetti representation of generalised Marshall–Olkin sequences
Dependence Modeling
2020
8
107-118
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity
Computational Statistics
2020
Fit für die Geldanlage – Chancen ergreifen und Risiken vermeiden
Finanzbuchverlag
2020
232 pages
Pricing multiple barrier derivatives under stochastic volatility
Journal of Computational Finance
2020
24
2
77-101