フォロー
Jonathan Ansari
Jonathan Ansari
PostDoc University of Salzburg
確認したメール アドレス: plus.ac.at
タイトル
引用先
引用先
Sklar’s theorem, copula products, and ordering results in factor models
J Ansari, L Rüschendorf
Dependence Modeling 9 (1), 267-306, 2021
152021
A simple extension of Azadkia Chatterjee's rank correlation to a vector of endogenous variables
J Ansari, S Fuchs
arXiv preprint arXiv:2212.01621, 2022
122022
Ordering results for elliptical distributions with applications to risk bounds
J Ansari, L Rüschendorf
Journal of Multivariate Analysis 182, 104709, 2021
82021
Improved robust price bounds for multi-asset derivatives under market-implied dependence information
J Ansari, E Lütkebohmert, A Neufeld, J Sester
Finance and Stochastics 28 (4), 911-964, 2024
72024
Supermodular and directionally convex comparison results for general factor models
J Ansari, L Rüschendorf
Journal of Multivariate Analysis 201, 105264, 2024
72024
Ordering risk bounds in factor models
J Ansari, L Rüschendorf
Dependence Modeling 6 (1), 259-287, 2018
72018
Ordering risk bounds in partially specified factor models
J Ansari
Dissertation, Universität Freiburg, 2019, 2019
62019
Upper risk bounds in internal factor models with constrained specification sets
J Ansari, L Rüschendorf
Probability, Uncertainty and Quantitative Risk 5, 1-30, 2020
52020
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
52018
Dependence properties of bivariate copula families
J Ansari, M Rockel
Dependence Modeling 12 (1), 20240002, 2024
42024
On a version of a multivariate integration by parts formula for Lebesgue integrals
J Ansari
arXiv preprint arXiv:2203.06772, 2022
42022
Quantifying and estimating dependence via sensitivity of conditional distributions
J Ansari, PB Langthaler, S Fuchs, W Trutschnig
arXiv preprint arXiv:2308.06168, 2023
22023
Comparison results for Markov tree distributions
J Ansari, M Ritter
arXiv preprint arXiv:2404.17441, 2024
12024
Up-and down-correlations in normal variance mixture models
J Ansari, T Shushi, S Vanduffel
Statistics & Probability Letters 205, 109949, 2024
12024
Robust Bernoulli mixture models for credit portfolio risk
J Ansari, E Lütkebohmert
arXiv preprint arXiv:2411.11522, 2024
2024
Package ‘didec’
Y Wang, S Fuchs, J Ansari
2024
An Empirical Study on New Model-Free Multi-output Variable Selection Methods
J Ansari, E Lütkebohmert, M Rockel
International Conference on Soft Methods in Probability and Statistics, 9-17, 2024
2024
Constructing Measures of Dependence Via Sensitivity of Conditional Distributions
PB Langthaler, J Ansari, S Fuchs, W Trutschnig
International Conference on Soft Methods in Probability and Statistics, 234-240, 2024
2024
Dependence modeling: Dependence properties of bivariate copula families
J Ansari, M Rockel
De Gruyter, Versita, 2024
2024
Combining, Modelling and Analyzing Imprecision, Randomness and Dependence
J Ansari
Springer Nature, 2024
2024
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論文 1–20