Ordinal sums and idempotents of copulas

By Radko Mesiar, Carlo Sempi. 2010

61 citations recorded by the source corpus.

Subfields: Finance

View Paper: https://www.semanticscholar.org/paper/0bf8df04dee458478632168efe255ed13a89f93d

How researchers see this paper

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In Finance

1. Fabrizio Durante
2. Carlo Sempi
3. Peter Sarkoci
4. Susanne Saminger-Platz
5. Wolfgang Trutschnig
6. G. Salvadori
7. Piotr Jaworski
8. Paul Embrechts

Citations in the corpus

• Copula Theory: An Introduction (2010, background): “Following [138], we give the following result.”
• Rectangular Patchwork for Bivariate Copulas and Tail Dependence (2009, background): “Note that for the particular case of ordinal sums some multivariate extension have been provided recently by Mesiar and Sempi (2008).”