Matjaz Omladic

Publication Activity (10 Years)

Years Active: 1994-2024
Publications (10 Years): 20

Top Topics

Marginal Distributions

Top Venues

Fuzzy Sets Syst.

J. Comput. Appl. Math.

Int. J. Approx. Reason.

Ars Math. Contemp.

Publications

Erich-Peter Klement, Damjana Kokol Bukovsek, Blaz Mojskerc, Matjaz Omladic, Susanne Saminger-Platz, Nik Stopar
Coherence and avoidance of sure loss for standardized functions and semicopulas. Int. J. Approx. Reason. 165 (2024)
David Dolzan, Damjana Kokol Bukovsek, Matjaz Omladic, Damjan Skulj
Some multivariate imprecise shock model copulas. Fuzzy Sets Syst. 428 (2022)
Tomaz Kosir, Matjaz Omladic
Singular components of shock model copulas. J. Comput. Appl. Math. 400 (2022)
Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic
Extreme generators of shock induced copulas. Appl. Math. Comput. 429 (2022)
Matjaz Omladic, Nik Stopar
Dedekind-MacNeille completion of multivariate copulas via ALGEN method. Fuzzy Sets Syst. 441 (2022)
Matjaz Omladic, Nik Stopar
Multivariate imprecise Sklar type theorems. Fuzzy Sets Syst. 428 (2022)
Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic
Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta. J. Comput. Appl. Math. 390 (2021)
Rok Okorn, Matjaz Omladic
Lévy modeled GMWB: Pricing with wavelets. Commun. Stat. Simul. Comput. 50 (2) (2021)
Matjaz Omladic, Nik Stopar
On a new partial order on bivariate distributions and on constrained bounds of their copulas. Fuzzy Sets Syst. 415 (2021)
Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic
(2019) 61-83]. J. Comput. Appl. Math. 365 (2020)
Tomaz Kosir, Matjaz Omladic
Reflected maxmin copulas and modeling quadrant subindependence. Fuzzy Sets Syst. 378 (2020)
Matjaz Omladic, Nik Stopar
Final solution to the problem of relating a true copula to an imprecise copula. Fuzzy Sets Syst. 393 (2020)
Matjaz Omladic, Nik Stopar
A full scale Sklar's theorem in the imprecise setting. Fuzzy Sets Syst. 393 (2020)
Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic
Asymmetric linkages: Maxmin vs. reflected maxmin copulas. Fuzzy Sets Syst. 393 (2020)
Matjaz Omladic, Damjan Skulj
Constructing copulas from shock models with imprecise distributions. Int. J. Approx. Reason. 118 (2020)
Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic
Non-exchangeability of copulas arising from shock models. J. Comput. Appl. Math. 358 (2019)
Fabrizio Durante, Matjaz Omladic, Lovrenc Orazem, Nina Ruzic
Shock models with dependence and asymmetric linkages. Fuzzy Sets Syst. 323 (2017)
Spela Jezernik Sirca, Matjaz Omladic
The JLS model with ARMA/GARCH errors. Ars Math. Contemp. 13 (1) (2017)
Matjaz Omladic, Nina Ruzic
Shock models with recovery option via the maxmin copulas. Fuzzy Sets Syst. 284 (2016)
Boris Cergol, Matjaz Omladic
What can Wikipedia and Google tell us about stock prices under different market regimes? Ars Math. Contemp. 9 (2) (2015)
Matjaz Omladic, Bojan Kuzma
A note on homomorphisms of matrix semigroup. Ars Math. Contemp. 6 (2) (2013)
Matjaz Omladic, Heydar Radjavi
Reducibility of semigroups and nilpotent commutators with idempotents of rank two. Ars Math. Contemp. 3 (1) (2010)
Matjaz Omladic, Vesna Omladic
A linear algebra approach to non-transitive expected utility. Soc. Choice Welf. 18 (2) (2001)
Zlatko Drmac, Matjaz Omladic, Kresimir Veselic
On the Perturbation of the Cholesky Factorization. SIAM J. Matrix Anal. Appl. 15 (4) (1994)