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Tamara Simjanoska
D-vine Regression in Insurance
Masterarbeit
2022
Philipp Emanuel Maria Sommer
Estimation and Backtesting of the Expected Shortfall and Value at Risk using Vine Copulas - An unconditional and conditional rolling window approach
Masterarbeit
2022
Dayasri Ravi
Small sample performance of copula-based dependent censoring models with application
Masterarbeit
2021
Sebastian Scharl
D-vine Regression Based Bayesian Networks Applied to the Sachs Dataset
Masterarbeit
2021
Ugochukwu Onumadu
Modeling the rental price per square meter in major German cities
Masterarbeit
2022
Claudia Czado, Ingrid Van Keilegom
Dependent censoring based on copulas
Preprint
2021
33 pages
Czado, Claudia; Nagler, Thomas
Vine Copula Based Modeling
Annual Review of Statistics and Its Application
2022
9
1
Mar
453-477
Bax, Karoline; Sahin, Özge; Czado, Claudia; Paterlini, Sandra
ESG, Risk, and (Tail) Dependence
SSRN Electronic Journal
2021
May
29 Pages
Sahin, Özge;Bax, Karoline;Paterlini, Sandra;Czado, Claudia
ESGM: ESG scores and the Missing pillar
SSRN Electronic Journal
2021
Jul
21 Pages
Tepegjozova, Marija; Zhou, Jing; Claeskens, Gerda; Czado, Claudia
Nonparametric C- and D-vine-based quantile regression
Dependence Modeling
2022
10
1
Feb
1-21
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