22 citations · 24 across the 2 of their papers we have counts for
2 papers
math.ST2023★ 2 cited
Coherence and avoidance of sure loss for standardized functions and semicopulas
Erich Peter Klement, Damjana Kokol Bukovšek, Blaž Mojškerc +3
We discuss avoidance of sure loss and coherence results for semicopulas and standardized functions, i.e., for grounded, 1-increasing functions with value at .…
math.ST2007★ 22 cited
Copulas: compatibility and Fréchet classes
Fabrizio Durante, Erich Peter Klement, José Juan Quesada-Molina
We determine under which conditions three bivariate copulas are compatible, viz. they are the bivariate marginals of the same trivariate copula, and, then, construct the class of t…