| Extreme semilinear copulas | 0 | 0.34 | 2022 |
| Dissimilarity Functions For Rank-Invariant Hierarchical Clustering Of Continuous Variables | 0 | 0.34 | 2021 |
| Operators invariant under finitely many input changes with applications to aggregation of sequences | 0 | 0.34 | 2021 |
| Extreme biconic copulas: Characterization, properties and extensions to aggregation functions. | 0 | 0.34 | 2019 |
| Reflection invariant copulas. | 0 | 0.34 | 2019 |
| Supermigrativity of aggregation functions. | 2 | 0.38 | 2018 |
| Copulas with given values on the tails. | 2 | 0.39 | 2017 |
| Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components. | 1 | 0.35 | 2017 |
| Shock models with dependence and asymmetric linkages. | 2 | 0.46 | 2017 |
| A Multivariate Analysis of Tourists' Spending Behaviour. | 0 | 0.34 | 2016 |
| Diagonal plane sections of trivariate copulas | 4 | 0.48 | 2016 |
| A Portfolio Diversification Strategy via Tail Dependence Clustering. | 0 | 0.34 | 2016 |
| Marshall–Olkin type copulas generated by a global shock | 3 | 0.48 | 2016 |
| A Test for Truncation Invariant Dependence. | 0 | 0.34 | 2016 |
| Baire category results for exchangeable copulas | 0 | 0.34 | 2016 |
| Convergence results for patchwork copulas. | 5 | 0.69 | 2015 |
| On The Singular Components Of A Copula | 3 | 0.50 | 2015 |
| Flipping of multivariate aggregation functions. | 0 | 0.34 | 2014 |
| Cluster Analysis of Time Series via Kendall Distribution | 0 | 0.34 | 2014 |
| Dependence of exchangeable residual lifetimes subject to failure. | 1 | 0.36 | 2014 |
| Pairwise and Global Dependence in Trivariate Copula Models. | 0 | 0.34 | 2014 |
| Connectedness Measures of Spatial Contagion in the Banking and Insurance Sector | 1 | 0.36 | 2014 |
| Clustering of financial time series in risky scenarios | 7 | 0.65 | 2014 |
| Multivariate copulas with hairpin support | 3 | 0.44 | 2014 |
| A spatial contagion measure for financial time series | 6 | 0.68 | 2014 |
| How to Prove Sklar’s Theorem | 0 | 0.34 | 2013 |
| Bivariate copulas generated by perturbations | 3 | 0.43 | 2013 |
| On the interrelation between Dempster-Shafer Belief Structures and their Belief Cumulative Distribution Functions | 2 | 0.36 | 2013 |
| Copulas, Tail Dependence and Applications to the Analysis of Financial Time Series | 1 | 0.36 | 2013 |
| A note on the notion of singular copula. | 5 | 0.53 | 2013 |
| An Analysis Of The Dependence Among Financial Markets By Spatial Contagion | 9 | 0.74 | 2013 |
| A topological proof of Sklar's theorem. | 1 | 0.63 | 2013 |
| On the α-migrativity of multivariate semi-copulas | 5 | 0.48 | 2012 |
| Evolution of the Dependence of Residual Lifetimes. | 1 | 0.37 | 2012 |
| On a problem by Schweizer and Sklar. | 0 | 0.34 | 2012 |
| A Spatial Contagion Test for Financial Markets. | 7 | 0.74 | 2012 |
| A note on biconic copulas. | 2 | 0.41 | 2011 |
| On The Classes Of Copulas And Quasi-Copulas With A Given Diagonal Section | 7 | 0.60 | 2011 |
| Representation of Exchangeable Sequences by Means of Copulas | 0 | 0.34 | 2010 |
| Semi-copulas, capacities and families of level sets | 8 | 1.05 | 2010 |
| Componentwise Concave Copulas and Their Asymmetry. | 6 | 1.12 | 2009 |
| New constructions of diagonal patchwork copulas | 19 | 1.20 | 2009 |
| Editorial to the special issue devoted to "Copulas, measures and integrals | 3 | 0.50 | 2009 |
| Supermigrative semi-copulas and triangular norms | 22 | 1.37 | 2009 |
| Editorial to the special issue on "Random Variables, Joint Distribution Functions, and Copulas". | 0 | 0.34 | 2008 |
| A note on the convex combinations of triangular norms | 47 | 3.81 | 2008 |
| On representations of 2-increasing binary aggregation functions | 13 | 1.33 | 2008 |
| Semilinear copulas | 9 | 0.98 | 2008 |
| On Patchwork Techniques for 2-Increasing Aggregation Functions and Copulas | 4 | 0.57 | 2008 |
| Copulas With Given Diagonal Sections: Novel Constructions And Applications | 37 | 3.96 | 2007 |
