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Henrik Sloot
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Year
A probabilistic view on semilinear copulas
H Sloot, M Scherer
Information Sciences 512, 258-276, 2020
42020
The deFinetti representation of generalised Marshall–Olkin sequences
H Sloot
Dependence Modeling 8 (1), 107-118, 2020
22020
Exogenous shock models: analytical characterization and probabilistic construction
M Scherer, H Sloot
Metrika 82 (8), 931-959, 2019
22019
Consistent iterated simulation of multivariate defaults: Markov indicators, lack of memory, extreme-value copulas, and the Marshall–Olkin distribution
D Brigo, JF Mai, M Scherer, H Sloot
Innovations in Insurance, Risk-and Asset Management, 47-93, 2019
22019
Stochastic representations of Marshall–Olkin distributions and upper semilinear copulas
H Sloot
Technische Universität München, 2023
2023
Implementing Markovian models for extendible Marshall–Olkin distributions
H Sloot
Dependence Modeling 10 (1), 308-343, 2022
2022
Exogenous shock models
H Sloot
2016
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