Extreme dependence for multivariate data
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Arnaud Dupuy & Alfred Galichon, 2014.
"Personality Traits and the Marriage Market,"
Journal of Political Economy, University of Chicago Press, vol. 122(6), pages 1271-1319.
- Arnaud Dupuy & Alfred Galichon, 2012. "Personality Traits and the Marriage Market," Working Papers 2012/41, Maastricht School of Management.
- Arnaud Dupuy & Alfred Galichon, 2021. "Personality Traits and the Marriage Market," Papers 2102.07476, arXiv.org.
- Arnaud Dupuy & Alfred Galichon, 2012. "Personality traits and the marriage market," Working Papers hal-01070393, HAL.
- Arnaud Dupuy & Alfred Galichon, 2014. "Personality traits and the marriage market," Sciences Po publications info:hdl:2441/361levbcs39, Sciences Po.
- Arnaud Dupuy & Alfred Galichon, 2012. "Personality traits and the marriage market," Sciences Po publications 6943, Sciences Po.
- Dupuy, Arnaud & Galichon, Alfred, 2012. "Personality Traits and the Marriage Market," IZA Discussion Papers 6943, Institute of Labor Economics (IZA).
- Carlier, G. & Dana, R.-A. & Galichon, A., 2012.
"Pareto efficiency for the concave order and multivariate comonotonicity,"
Journal of Economic Theory, Elsevier, vol. 147(1), pages 207-229.
- Guillaume Carlier & Rose-Anne Dana & Alfred Galichon, 2012. "Pareto efficiency for the concave order and multivariate comonotonicity," Post-Print hal-01053549, HAL.
- Guillaume Carlier & Rose-Anna Dana & Alfred Galichon, 2012. "Pareto efficiency for the concave order and multivariate comonotonicity," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
- repec:hal:spmain:info:hdl:2441/1293p84sf58s482v2dpn0gsd67 is not listed on IDEAS
- Alfred Galichon & Ivar Ekeland & Marc Henry, 2009.
"Comonotonic measures of multivariates risks,"
Working Papers
hal-00401828, HAL.
- Ivar Ekeland & Alfred Galichon & Marc Henry, 2012. "Comonotonic measures of multivariate risks," Sciences Po publications info:hdl:2441/5rkqqmvrn4t, Sciences Po.
- Ivar Ekeland & Alfred Galichon & Marc Henry, 2012. "Comonotonic measures of multivariate risks," Post-Print hal-01053550, HAL.
- Ivar Ekeland & Alfred Galichon & Marc Henry, 2012. "Comonotonic measures of multivariate risks," SciencePo Working papers Main hal-01053550, HAL.
- Ivar Ekeland & Alfred Galichon & Marc Henry, 2021. "Comonotonic measures of multivariate risks," Papers 2102.04175, arXiv.org.
- Alfred Galichon & Marc Henry, 2012.
"Dual theory of choice under multivariate risks,"
Sciences Po publications
info:hdl:2441/5rkqqmvrn4t, Sciences Po.
- Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," Post-Print hal-01024582, HAL.
- Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," SciencePo Working papers Main hal-01024582, HAL.
- Alfred Galichon & Bernard Salanié, 2010.
"Matching with Trade-offs: Revealed Preferences over Competiting Characteristics,"
Working Papers
hal-00473173, HAL.
- Salanié, Bernard & Galichon, Alfred, 2010. "Matching with Trade-offs: Revealed Preferences over Competing Characteristics," CEPR Discussion Papers 7858, C.E.P.R. Discussion Papers.
- Alfred Galichon & Bernard Salanié, 2010. "Matching with Trade-Offs: Revealed Preferences over Competing Characteristics," Sciences Po publications info:hdl:2441/1293p84sf58, Sciences Po.
- Schmeidler, David, 1989.
"Subjective Probability and Expected Utility without Additivity,"
Econometrica, Econometric Society, vol. 57(3), pages 571-587, May.
- David Schmeidler, 1989. "Subjective Probability and Expected Utility without Additivity," Levine's Working Paper Archive 7662, David K. Levine.
- repec:hal:wpspec:info:hdl:2441/7o52iohb7k6srk09mj4j5amb8 is not listed on IDEAS
- Rüschendorf, L. & Rachev, S. T., 1990. "A characterization of random variables with minimum L2-distance," Journal of Multivariate Analysis, Elsevier, vol. 32(1), pages 48-54, January.
- repec:hal:spmain:info:hdl:2441/7o52iohb7k6srk09mj4j5amb8 is not listed on IDEAS
- Yannick Malevergne & Didier Sornette, 2006. "Extreme Financial Risks : From Dependence to Risk Management," Post-Print hal-02298069, HAL.
- repec:hal:spmain:info:hdl:2441/5rkqqmvrn4tl22s9mc4b1h6b4 is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/5rkqqmvrn4tl22s9mc0p30p95 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/5rkqqmvrn4tl22s9mc0p30p95 is not listed on IDEAS
- Yaari, Menahem E, 1987. "The Dual Theory of Choice under Risk," Econometrica, Econometric Society, vol. 55(1), pages 95-115, January.
- repec:dau:papers:123456789/9713 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/5rkqqmvrn4tl22s9mc0p00hch is not listed on IDEAS
- repec:dau:papers:123456789/2278 is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/5rkqqmvrn4tl22s9mc4b1h6b4 is not listed on IDEAS
- repec:hal:wpspec:info:hdl:2441/5rkqqmvrn4tl22s9mc0p00hch is not listed on IDEAS
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Working Papers hal-03588294, HAL.
- Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," SciencePo Working papers hal-03588294, HAL.
- Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," SciencePo Working papers hal-03470461, HAL.
- Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," SciencePo Working papers Main hal-03588294, HAL.
- Damien Bosc & Alfred Galichon, 2014.
"Extreme dependence for multivariate data,"
Quantitative Finance, Taylor & Francis Journals, vol. 14(7), pages 1187-1199, July.
- Alfred Galichon & Damien Bosc, 2010. "Extreme dependence for multivariate data," Sciences Po publications info:hdl:2441/7o52iohb7k6, Sciences Po.
- Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," SciencePo Working papers Main hal-03470461, HAL.
- repec:hal:spmain:info:hdl:2441/7o52iohb7k6srk09mj4in40o4 is not listed on IDEAS
- repec:hal:spmain:info:hdl:2441/8pttci1na9qmqnud8j8lvbamu is not listed on IDEAS
- Damien Bosc & Alfred Galichon, 2014. "Extreme dependence for multivariate data," Post-Print hal-03470461, HAL.
- Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021.
"Multidimensional inequalities and generalized quantile functions,"
Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 71(2), pages 375-409, March.
- Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016. "Multidimensional inequalities and generalized quantile functions," Working Papers hal-01313118, HAL.
- Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021. "Multidimensional inequalities and generalized quantile functions," PSE-Ecole d'économie de Paris (Postprint) halshs-03029860, HAL.
- Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021. "Multidimensional inequalities and generalized quantile functions," Post-Print halshs-03029860, HAL.
- Sinem Bas & Philippe Bich & Alain Chateauneuf, 2016. "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01313118, HAL.
- Sinem Bas & Philippe Bich & Alain Chateauneuf, 2021. "Multidimensional inequalities and generalized quantile functions," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03029860, HAL.
- repec:hal:spmain:info:hdl:2441/5rkqqmvrn4tl22s9mc0p30p95 is not listed on IDEAS
- Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2023. "Risk sharing, measuring variability, and distortion riskmetrics," Papers 2302.04034, arXiv.org.
- Wang, Ruodu & Zitikis, Ričardas, 2020. "Weak comonotonicity," European Journal of Operational Research, Elsevier, vol. 282(1), pages 386-397.
- Alfred Galichon & Marc Henry, 2012.
"Dual theory of choice under multivariate risks,"
Sciences Po publications
info:hdl:2441/5rkqqmvrn4t, Sciences Po.
- Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," SciencePo Working papers hal-01024582, HAL.
- Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," Post-Print hal-01024582, HAL.
- Puccetti, Giovanni & Scarsini, Marco, 2010.
"Multivariate comonotonicity,"
Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 291-304, January.
- Marco Scarsini & Giovanni Puccetti, 2010. "Multivariate comonotonicity," Post-Print hal-00528400, HAL.
- Fan, Yanqin & Henry, Marc, 2023. "Vector copulas," Journal of Econometrics, Elsevier, vol. 234(1), pages 128-150.
- Samuel Solgon Santos & Marcelo Brutti Righi & Eduardo de Oliveira Horta, 2022. "The limitations of comonotonic additive risk measures: a literature review," Papers 2212.13864, arXiv.org, revised Jan 2024.
- Alfred Galichon & Marc Henry, 2012.
"Dual theory of choice under multivariate risks,"
Sciences Po publications
info:hdl:2441/5rkqqmvrn4t, Sciences Po.
- Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," SciencePo Working papers Main hal-01024582, HAL.
- Alfred Galichon & Marc Henry, 2012. "Dual theory of choice under multivariate risks," Post-Print hal-01024582, HAL.
- Ghossoub, Mario & He, Xue Dong, 2021. "Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance," Insurance: Mathematics and Economics, Elsevier, vol. 101(PA), pages 6-22.
- ,, 2014.
"Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility,"
Theoretical Economics, Econometric Society, vol. 9(3), September.
- Raphaël Giraud, 2014. "Second order beliefs models of choice under imprecise risk: non-additive second order beliefs vs. nonlinear second order utility," Post-Print hal-02878112, HAL.
- Mohammed Abdellaoui & Olivier L’Haridon & Horst Zank, 2010.
"Separating curvature and elevation: A parametric probability weighting function,"
Journal of Risk and Uncertainty, Springer, vol. 41(1), pages 39-65, August.
- Olivier L'Haridon & Mohammed Abdellaoui & Horst Zank, 2010. "Separating curvature and elevation: A parametric probability weighting function," Post-Print hal-00528381, HAL.
- Amarante, Massimiliano & Ghossoub, Mario & Phelps, Edmund, 2015.
"Ambiguity on the insurer’s side: The demand for insurance,"
Journal of Mathematical Economics, Elsevier, vol. 58(C), pages 61-78.
- Massimiliano AMARANTE & Mario GHOSSOUB & Edmund PHELPS, 2015. "Ambiguity on the Insurer’s Side : The Demand for Insurance," Cahiers de recherche 04-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- AMARANTE, Massimiliano & GHOSSOUB, Mario & PHELPS, Edmund, 2015. "Ambiguity on the insurer's side: the demand for insurance," Cahiers de recherche 2015-03, Universite de Montreal, Departement de sciences economiques.
- Robert Kast & André Lapied, 2010.
"Valuing future cash flows with non separable discount factors and non additive subjective measures: conditional Choquet capacities on time and on uncertainty,"
Theory and Decision, Springer, vol. 69(1), pages 27-53, July.
- Robert Kast & André Lapied, 2008. "Valuing future cash flows with non separable discount factors and non additive subjective measures: Conditional Choquet Capacities on Time and on Uncertainty," Working Papers 08-09, LAMETA, Universtiy of Montpellier, revised Jun 2008.
More about this item
Keywords
multivariate dependence; extreme dependence; multivariate stress tests;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spo:wpmain:info:hdl:2441/8pttci1na9qmqnud8j8lvbamu. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Spire @ Sciences Po Library (email available below). General contact details of provider: https://edirc.repec.org/data/ecspofr.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.