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  • Copulas
  • Pair-copula constructions
  • Lévy copulas
  • Pair Lévy copula constructions


Vine constructions of Lévy copulas (with O.Grothe), 2013, Journal of Multivariate Analysis, accepted for publication.


  • 20th International Conference on Computational Statistics (COMPSTAT 2012), Limassol, Cyprus
  • Copulae in mathematical and quantitative finance (2012), Kraków, Poland
  • Workshop Statistics of Lévy-driven Models (2012), Ulm, Germany
  • DStatG-Nachwuchsworkshop (2011), Leipzig, Germany
  • 4th Workshop on Vine Copula Distributions and Applications (2011), Munich, Germany