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Dependence Modeling

De Gruyter Poland Sp. z o.o.

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Your prioritized action plan

Ordered by how many DOIs each fix touches — start here, not with every error at once.

1

Attach ORCID iDs across 200 articles

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High impact200 DOIs
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Deposit reference lists for 43 records

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Low impact43 DOIs
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Add abstracts to 14 articles

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Low impact14 DOIs

DOIs for this ISSN

Showing the top 5 of 204 DOIs, ordered by correction priority.

# Title Missing Priority Citations
1 Seven Proofs for the Subadditivity of Expected Shortfall (10.1515/demo-2015-0009)
References ORCID
76.57 33
2 An empirical comparison of some experimental designs for the… (10.1515/demo-2016-0022)
References ORCID
69.01 23
3 VaR bounds for joint portfolios with dependence constraints (10.1515/demo-2016-0021)
References ORCID
63.94 18
4 Copulas, credit portfolios, and the broken heart syndrome (10.1515/demo-2018-0007)
Abstract ORCID
62.76 17
5 Portfolio selection based on graphs: Does it align with Mark… (10.1515/demo-2018-0004)
References ORCID
55.70 12
6 Robustness regions for measures of risk aggregation (10.1515/demo-2016-0020)
References ORCID
52.07 10
7 New copulas based on general partitions-of-unity and their a… (10.1515/demo-2016-0006)
References ORCID
47.71 8
8 My introduction to copulas (10.1515/demo-2017-0006)
Abstract ORCID
47.71 8
9 Forecasting time series with multivariate copulas (10.1515/demo-2015-0005)
References ORCID
45.15 7
10 Exact distributions of order statistics of dependent random… (10.1515/demo-2016-0001)
References ORCID
42.25 6
11 Extreme value distributions for dependent jointly l<sub>n,p<… (10.1515/demo-2016-0002)
References ORCID
42.25 6
12 Multivariate measures of concordance for copulas and their m… (10.1515/demo-2016-0013)
References ORCID
42.25 6
13 Predictive analytics of insurance claims using multivariate… (10.1515/demo-2018-0022)
ORCID
42.25 48
14 Copula modeling for discrete random vectors (10.1515/demo-2020-0022)
ORCID
41.57 45
15 Nonparametric estimation of simplified vine copula models: c… (10.1515/demo-2017-0007)
ORCID
41.33 44
16 High level quantile approximations of sums of risks (10.1515/demo-2015-0010)
References ORCID
38.91 5
17 About tests of the “simplifying” assumption for conditional… (10.1515/demo-2017-0011)
ORCID
38.91 35
18 Valuation of large variable annuity portfolios: Monte Carlo… (10.1515/demo-2017-0021)
ORCID
37.96 32
19 Multivariate extensions of expectiles risk measures (10.1515/demo-2017-0002)
ORCID
36.56 28
20 A joint regression modeling framework for analyzing bivariat… (10.1515/demo-2017-0016)
ORCID
36.18 27
21 A Journey from Statistics and Probability to Risk Theory An… (10.1515/demo-2015-0013)
Abstract References ORCID
35.78 2
22 Stat Trek. An interview with Christian Genest (10.1515/demo-2016-0005)
Abstract References ORCID
35.78 2
23 Distributions with given marginals: the beginnings (10.1515/demo-2016-0014)
Abstract References ORCID
35.78 2
24 On the construction of low-parametric families of min-stable… (10.1515/demo-2015-0003)
References ORCID
34.95 4
25 Bounds on integrals with respect to multivariate copulas (10.1515/demo-2016-0016)
References ORCID
34.95 4
26 Risk measures versus ruin theory for the calculation of solv… (10.1515/demo-2016-0018)
References ORCID
34.95 4
27 Inference for copula modeling of discrete data: a cautionary… (10.1515/demo-2017-0008)
ORCID
34.04 22
28 On Conditional Value at Risk (CoVaR) for tail-dependent copu… (10.1515/demo-2017-0001)
ORCID
33.56 21
29 Stochastic comparisons and bounds for conditional distributi… (10.1515/demo-2018-0010)
ORCID
31.97 18
30 Nonparametric C- and D-vine-based quantile regression (10.1515/demo-2022-0100)
ORCID
31.97 18
31 Explaining predictive models using Shapley values and non-pa… (10.1515/demo-2021-0103)
ORCID
30.76 16
32 Sklar’s theorem, copula products, and ordering results in fa… (10.1515/demo-2021-0113)
ORCID
30.76 16
33 Cost-efficiency in multivariate Lévy models (10.1515/demo-2015-0001)
References ORCID
30.10 3
34 Building bridges between Mathematics, Insurance and Finance (10.1515/demo-2015-0002)
References ORCID
30.10 3
35 Multivariate Markov Families of Copulas (10.1515/demo-2015-0011)
References ORCID
30.10 3
36 Quantile of a Mixture with Application to Model Risk Assessm… (10.1515/demo-2015-0012)
References ORCID
30.10 3
37 On the tail dependence in bivariate hydrological frequency a… (10.1515/demo-2015-0015)
References ORCID
30.10 3
38 On an asymmetric extension of multivariate Archimedean copul… (10.1515/demo-2016-0019)
References ORCID
30.10 3
39 The world of vines (10.1515/demo-2019-0008)
Abstract ORCID
30.10 3
40 On kernel-based estimation of conditional Kendall’s tau: fin… (10.1515/demo-2019-0016)
ORCID
30.10 15
41 A tribute to Abe Sklar (10.1515/demo-2021-0110)
Abstract ORCID
30.10 3
42 VaR bounds in models with partial dependence information on… (10.1515/demo-2017-0004)
ORCID
29.40 14
43 Constructions of copulas with given diagonal (and opposite d… (10.1515/demo-2018-0009)
ORCID
29.40 14
44 The strong Fatou property of risk measures (10.1515/demo-2018-0012)
ORCID
28.65 13
45 Generalized Bernoulli process with long-range dependence and… (10.1515/demo-2021-0100)
ORCID
27.85 12
46 Kendall’s tau and agglomerative clustering for structure det… (10.1515/demo-2017-0005)
ORCID
26.98 11
47 Networks of causal relationships in the U.S. stock market (10.1515/demo-2022-0110)
ORCID
25.00 9
48 A combinatorial proof of the Gaussian product inequality bey… (10.1515/demo-2022-0116)
ORCID
25.00 9
49 Measuring association via lack of co-monotonicity: the LOC i… (10.1515/demo-2015-0006)
References ORCID
23.86 2
50 Dependence Measuring from Conditional Variances (10.1515/demo-2015-0007)
References ORCID
23.86 2