Baire category results for stochastic orders von Durante, Fabrizio, Fernández-Sánchez, Juan, Ignazzi, Claudio

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Spatially homogeneous copulas von Durante, Fabrizio, Fernández Sánchez, Juan, Trutschnig, Wolfgang

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Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components von Navarro, Jorge, Durante, Fabrizio

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Reflection invariant copulas von Durante, Fabrizio, Fuchs, Sebastian

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On the Size of Subclasses of Quasi-Copulas and Their Dedekind-MacNeille Completion von Durante, Fabrizio, Fernandez-Sanchez, Juan, Trutschnig, Wolfgang, Ubeda-Flores, Manuel

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Handbook for Applied Modeling: Non‐Gaussian and Correlated DataJamie D.Riggs and Trent L.LalondeLalonde Cambridge University Press, 2017, 228 pages, £29.99, softcover ISBN: 9‐781‐3... von Durante, Fabrizio

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The Vine Philosopher von Durante, Fabrizio, Puccetti, Giovanni, Scherer, Matthias, Vanduffel, Steven

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A note on bivariate Archimax copulas von Durante, Fabrizio, Sánchez, Juan Fernández, Sempi, Carlo

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My introduction to copulas von Durante, Fabrizio, Puccetti, Giovanni, Scherer, Matthias, Vanduffel, Steven

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On the class of truncation invariant bivariate copulas under constraints von Durante, Fabrizio, Ignazzi, Claudio, Jaworski, Piotr

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Ordinal sums: From triangular norms to bi- and multivariate copulas von Durante, Fabrizio, Klement, Erich Peter, Saminger-Platz, Susanne, Sempi, Carlo

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Building bridges between Mathematics, Insurance and Finance von Durante, Fabrizio, Puccetti, Giovanni, Scherer, Matthias

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A Journey from Statistics and Probability to Risk Theory An interview with Ludger Rüschendorf von Durante, Fabrizio, Puccetti, Giovanni, Scherer, Matthias

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An Analysis of the Dependence Among Financial Markets by Spatial Contagion von Durante, Fabrizio, Foscolo, Enrico

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A multivariate dependence analysis for electricity prices, demand and renewable energy sources von Durante, Fabrizio, Gianfreda, Angelica, Ravazzolo, Francesco, Rossini, Luca

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Dependence of exchangeable residual lifetimes subject to failure von Durante, Fabrizio, Foschi, Rachele

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Measures of non-exchangeability for bivariate random vectors von Durante, Fabrizio, Klement, Erich Peter, Sempi, Carlo, Úbeda-Flores, Manuel

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Tail-dependence clustering of time series with spatial constraints von Benevento, Alessia, Durante, Fabrizio, Pappadà, Roberta

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Spatial contagion between financial markets: a copula-based approach von Durante, Fabrizio, Jaworski, Piotr

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On the measure induced by copulas that are invariant under univariate truncation von Durante, Fabrizio, Fernández-Sánchez, Juan, Úbeda-Flores, Manuel

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