10 citations · 45 across the 9 of their papers we have counts for
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q-fin.RM2017★ 9 cited
New copulas based on general partitions-of-unity and their applications to risk management (part II)
Dietmar Pfeifer, Andreas Mändle, Olena Ragulina
We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature. In particular, we consider…
q-fin.RM2017★ 1 cited
Data driven partition-of-unity copulas with applications to risk management
Dietmar Pfeifer, Andreas Mändle, Olena Ragulina
We present a constructive and self-contained approach to data driven general partition-of-unity copulas that were recently introduced in the literature. In particular, we consider…