Concepedia

Jan-Frederik Mai

JM

18

Publications

429

Citations

13

H-Index

2009

Active since

Affiliations

Technical University of Munich(Current)

Universität Ulm

Jan-Frederik Mai is an author at Technical University of Munich specializing in statistics, engineering, and probability theory.

ORCID

Top concepts

Publications per year

2009–2018

18

Publications

18

Lévy-frailty copulas

Jan-Frederik Mai, Matthias Scherer · Journal of Multivariate Analysis · 2009 · 70 citations

Constructing hierarchical Archimedean copulas with Lévy subordinators

Christian Hering, Marius Hofert, Jan-Frederik Mai et al. · Journal of Multivariate Analysis · 2009 · 68 citations

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Reparameterizing Marshall–Olkin copulas with applications to sampling

Jan-Frederik Mai, Matthias Scherer · Journal of Statistical Computation and Simulation · 2009 · 45 citations

, , +15

-extendible copulas

Jan-Frederik Mai, Matthias Scherer · Journal of Multivariate Analysis · 2012 · 29 citations

Exchangeable exogenous shock models

Jan-Frederik Mai, Steffen Schenk, Matthias Scherer · Bernoulli · 2015 · 28 citations · Full text

, , +10

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