Dependence Modeling
Source
ISSN 2300-2298
Source type: journal
Publisher: De Gruyter Open
Fully open access: Yes
In DOAJ: Yes
Article Processing Charge: $1,078
2yr mean citedness: 0.824
H-index: 19
I10-index: 38
Works count: 185
Citations count: 1,327
Seven Proofs for the Subadditivity of Expected Shortfall
2015 · Paul Embrechts, Ruodu Wang · Dependence Modeling
Nonparametric estimation of simplified vine copula models: comparison of methods
2017 · Thomas Nagler, Christian Schellhase, et al. · Dependence Modeling
Predictive analytics of insurance claims using multivariate decision trees
2018 · Zhiyu Quan, Emiliano A. Valdez · Dependence Modeling