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The Vine Philosopher: An interview with Roger Cooke

Author

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  • Durante Fabrizio

    (Dipartimento di Scienze dell’Economia, Università del Salento, Lecce, Italy)

  • Puccetti Giovanni

    (Dipartimento di Economia, Management e Metodi Quantitativi, Università di Milano, Milano, Italy)

  • Scherer Matthias

    (Lehrstuhl für Finanzmathematik, Technische Universität München, München, Germany)

  • Vanduffel Steven

    (Faculteit Economische en Sociale Wetenschappen, Vrije Universiteit Brussel, Belgium)

Abstract

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Suggested Citation

  • Durante Fabrizio & Puccetti Giovanni & Scherer Matthias & Vanduffel Steven, 2017. "The Vine Philosopher: An interview with Roger Cooke," Dependence Modeling, De Gruyter, vol. 5(1), pages 256-267, December.
    • Handle: RePEc:vrs:demode:v:5:y:2017:i:1:p:256-267:n:15
    DOI: 10.1515/demo-2017-0015
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    References listed on IDEAS

    as
    1. Aas, Kjersti & Czado, Claudia & Frigessi, Arnoldo & Bakken, Henrik, 2009. "Pair-copula constructions of multiple dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 182-198, April.
    2. Lewandowski, Daniel & Kurowicka, Dorota & Joe, Harry, 2009. "Generating random correlation matrices based on vines and extended onion method," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 1989-2001, October.
    3. Cooke, Roger M., 1993. "The total time on test statistic and age-dependent censoring," Statistics & Probability Letters, Elsevier, vol. 18(4), pages 307-312, November.
    4. Joe, Harry, 2006. "Generating random correlation matrices based on partial correlations," Journal of Multivariate Analysis, Elsevier, vol. 97(10), pages 2177-2189, November.
    5. Cooke, R.M. & Kurowicka, D. & Wilson, K., 2015. "Sampling, conditionalizing, counting, merging, searching regular vines," Journal of Multivariate Analysis, Elsevier, vol. 138(C), pages 4-18.
    6. Roger Cooke & Alexander Golub & Bruce A. Wielicki & David F. Young & Martin G. Mlynczak & Rosemary R. Baize, 2017. "Using the social cost of carbon to value earth observing systems," Climate Policy, Taylor & Francis Journals, vol. 17(3), pages 330-345, April.
    7. Michael Oppenheimer & Christopher M. Little & Roger M. Cooke, 2016. "Expert judgement and uncertainty quantification for climate change," Nature Climate Change, Nature, vol. 6(5), pages 445-451, May.
    8. Roger M. Cooke, 2015. "Messaging climate change uncertainty," Nature Climate Change, Nature, vol. 5(1), pages 8-10, January.
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    Citations

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    Cited by:

    1. Genest Christian & Puccetti Giovanni, 2018. "A Journey Beyond The Gaussian World: An interview with Harry Joe," Dependence Modeling, De Gruyter, vol. 6(1), pages 288-297, December.

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