Sklar’s theorem, copula products, and ordering results in factor models J Ansari, L Rüschendorf
Dependence Modeling 9 (1), 267-306, 2021
12 2021 A simple extension of Azadkia J Ansari, S Fuchs
arXiv preprint arXiv:2212.01621, 2022
10 2022 Ordering results for elliptical distributions with applications to risk bounds J Ansari, L Rüschendorf
Journal of Multivariate Analysis 182, 104709, 2021
7 2021 Ordering risk bounds in factor models J Ansari, L Rüschendorf
Dependence Modeling 6 (1), 259-287, 2018
7 2018 Improved robust price bounds for multi-asset derivatives under market-implied dependence information J Ansari, E Lütkebohmert, A Neufeld, J Sester
arXiv preprint arXiv:2204.01071, 2022
6 2022 Ordering risk bounds in partially specified factor models J Ansari
Dissertation, Universität Freiburg, 2019, 2019
6 2019 Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models J Ansari, L Rüschendorf
Methodology and Computing in Applied Probability 20 (3), 817-838, 2018
5 2018 Upper risk bounds in internal factor models with constrained specification sets J Ansari, L Rüschendorf
Probability, Uncertainty and Quantitative Risk 5, 1-30, 2020
4 2020 Supermodular and directionally convex comparison results for general factor models J Ansari, L Rüschendorf
Journal of Multivariate Analysis 201, 105264, 2024
3 2024 On a version of a multivariate integration by parts formula for Lebesgue integrals J Ansari
arXiv preprint arXiv:2203.06772, 2022
3 2022 Quantifying and estimating dependence via sensitivity of conditional distributions J Ansari, PB Langthaler, S Fuchs, W Trutschnig
arXiv preprint arXiv:2308.06168, 2023
2 2023 Dependence properties of bivariate copula families J Ansari, M Rockel
arXiv preprint arXiv:2310.17307, 2023
1 2023 Comparison results for Markov tree distributions J Ansari, M Ritter
arXiv preprint arXiv:2404.17441, 2024
2024 Up-and down-correlations in normal variance mixture models J Ansari, T Shushi, S Vanduffel
Statistics & Probability Letters 205, 109949, 2024
2024 Ordering results in classes of elliptical distributions with applications to risk bounds J Ansari, L Rüschendorf
2019 A model-free and dependence-based forward feature selection for multi-response data and a tool for identifying networks between variables S Fuchs, J Ansari
bstracts, 33, 0
