A probabilistic view on semilinear copulas H Sloot, M Scherer Information Sciences 512, 258-276, 2020 | 6 | 2020 |
The deFinetti representation of generalised Marshall–Olkin sequences H Sloot Dependence Modeling 8 (1), 107-118, 2020 | 2 | 2020 |
Exogenous shock models: analytical characterization and probabilistic construction M Scherer, H Sloot Metrika 82 (8), 931-959, 2019 | 2 | 2019 |
Consistent iterated simulation of multivariate defaults: Markov indicators, lack of memory, extreme-value copulas, and the Marshall–Olkin distribution D Brigo, JF Mai, M Scherer, H Sloot Innovations in Insurance, Risk-and Asset Management, 47-93, 2019 | 2 | 2019 |
Stochastic representations of Marshall–Olkin distributions and upper semilinear copulas H Sloot Technische Universität München, 2023 | | 2023 |
Implementing Markovian models for extendible Marshall–Olkin distributions H Sloot Dependence Modeling 10 (1), 308-343, 2022 | | 2022 |
Exogenous shock models H Sloot | | 2016 |