Dependence Uncertainty is a risk modeling construct that characterizes the ambiguity in the stochastic dependence structure among random variables when the exact multivariate distribution is unknown or cannot be uniquely determined from available data.
57
Publications
3.2K
Citations
106
Authors
73
Institutions
Publications per year
2017–2026
12
Parents
Publications
57
Multivariate Models and Dependence Concepts
Satishs Iyengar · Technometrics · 1998 · 541 citations
Multivariate models and dependence concepts
2001 · 212 citations
Mutual information is copula entropy
Jian Ma, Zengqi Sun · Tsinghua Science & Technology · 2011 · 171 citations
Risk aggregation with dependence uncertainty
Carole Bernard, Xiao Jiang, Ruodu Wang · Insurance Mathematics and Economics · 2013 · 157 citations
Business, Finance, Risk Management +14
1–5 of 57
Authors
106
- RW
11
h-index
- VB
4
h-index
- JC
4
h-index
- HL
3
h-index
- GE
3
h-index
1–5 of 106
Institutions
73
University of Waterloo
Waterloo, Canada
14 h-index
27 publications
1.2K citations
ETH Zurich
Zurich, Switzerland
4 h-index
4 publications
150 citations
Columbia University
New York, United States
3 h-index
3 publications
54 citations
Huazhong University of Science and Technology
Wuhan, China
2 h-index
7 publications
154 citations
Stanford University
Stanford, United States
2 h-index
2 publications
41 citations
Menlo School
Atherton, United States
2 h-index
4 publications
140 citations
Beijing Normal University
Beijing, China
2 h-index
4 publications
248 citations
Texas A&M University
College Station, United States
2 h-index
2 publications
146 citations
1–8 of 73
Venues
- SSRN Electronic Journal
Repository · 5 publications · 90 citations
5
h-index
- Insurance Mathematics and Economics
4 publications · 244 citations
4
h-index
- Finance and Stochastics
2 publications · 74 citations
2
h-index
- Journal of Multivariate Analysis
2 publications · 99 citations
2
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- Resources Policy
2 publications · 75 citations
2
h-index
1–5