David Vyncke

Publication Activity (10 Years)

Years Active: 2014-2019
Publications (10 Years): 1

Top Topics

Dependence Structure

Multivariate Data

Top Venues

Math. Soc. Sci.

J. Comput. Appl. Math.

Eur. J. Oper. Res.

Publications

Hilmar Gudmundsson, David Vyncke
On the calibration of the 3/2 model. Eur. J. Oper. Res. 276 (3) (2019)
Alain Chateauneuf, Mina Mostoufi, David Vyncke
Multivariate risk sharing and the derivation of individually rational Pareto optima. Math. Soc. Sci. 74 (2015)
Jan Dhaene, Daniël Linders, Wim Schoutens, David Vyncke
A multivariate dependence measure for aggregating risks. J. Comput. Appl. Math. 263 (2014)