{"id":"https://openalex.org/W2224895038","doi":"https://doi.org/10.1016/j.spa.2016.03.004","title":"Max-stable random sup-measures with comonotonic tail dependence","display_name":"Max-stable random sup-measures with comonotonic tail dependence","publication_year":2016,"publication_date":"2016-03-17","ids":{"openalex":"https://openalex.org/W2224895038","doi":"https://doi.org/10.1016/j.spa.2016.03.004","mag":"2224895038"},"language":"en","primary_location":{"id":"doi:10.1016/j.spa.2016.03.004","doi":"https://doi.org/10.1016/j.spa.2016.03.004","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.spa.2016.03.004","pdf_url":"https://www.sciencedirect.com/science/article/am/pii/S0304414916000600?via%3Dihub","source":{"id":"https://openalex.org/S182850260","display_name":"Stochastic Processes and their Applications","issn_l":"0304-4149","issn":["0304-4149","1879-209X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-2","norway-2","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastic Processes and their Applications","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://www.sciencedirect.com/science/article/am/pii/S0304414916000600?via%3Dihub","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5032099577","display_name":"Ilya S. Molchanov","orcid":"https://orcid.org/0000-0003-2502-0334","observed_orcids":["https://orcid.org/0000-0003-2502-0334"]},"institutions":[{"id":"https://openalex.org/I118564535","display_name":"University of Bern","ror":"https://ror.org/02k7v4d05","country_code":"CH","type":"education","lineage":["https://openalex.org/I118564535"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Ilya Molchanov","raw_affiliation_strings":["University of Bern, Institute of Mathematical Statistics and Actuarial Science, Sidlerstrasse 5, CH-3012 Bern, Switzerland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Bern, Institute of Mathematical Statistics and Actuarial Science, Sidlerstrasse 5, CH-3012 Bern, Switzerland","institution_ids":["https://openalex.org/I118564535"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014426389","display_name":"Kirstin Strokorb","orcid":"https://orcid.org/0000-0001-8748-3014","observed_orcids":["https://orcid.org/0000-0001-8748-3014"]},"institutions":[{"id":"https://openalex.org/I177802217","display_name":"University of Mannheim","ror":"https://ror.org/031bsb921","country_code":"DE","type":"education","lineage":["https://openalex.org/I177802217"]}],"countries":["DE"],"is_corresponding":true,"raw_author_name":"Kirstin Strokorb","raw_affiliation_strings":["University of Mannheim, Institute of Mathematics, A5, 6, D-68131, Mannheim, Germany"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Mannheim, Institute of Mathematics, A5, 6, D-68131, Mannheim, Germany","institution_ids":["https://openalex.org/I177802217"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5014426389"],"corresponding_institution_ids":["https://openalex.org/I177802217"],"apc_list":{"value":3520,"currency":"USD","value_usd":3520},"apc_paid":null,"fwci":3.7412,"has_fulltext":true,"cited_by_count":24,"citation_normalized_percentile":{"value":0.92666747,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"126","issue":"9","first_page":"2835","last_page":"2859"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9496999979019165,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11720","display_name":"Probability and Risk Models","score":0.9496999979019165,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11830","display_name":"Point processes and geometric inequalities","score":0.025699999183416367,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T13500","display_name":"Probability and Statistical Research","score":0.007699999958276749,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-dominance","display_name":"stochastic dominance","score":0.8169999718666077},{"id":"https://openalex.org/keywords/random-sets","display_name":"random sets","score":0.9340000152587891},{"id":"https://openalex.org/keywords/risk-measures","display_name":"risk measures","score":0.9909999966621399},{"id":"https://openalex.org/keywords/extreme-value-theory","display_name":"extreme value theory","score":0.7450000047683716},{"id":"https://openalex.org/keywords/separability","display_name":"separability","score":0.7889999747276306},{"id":"https://openalex.org/keywords/coupling","display_name":"coupling","score":0.6830000281333923},{"id":"https://openalex.org/keywords/invariance","display_name":"invariance","score":0.9290000200271606}],"concepts":[{"id":"https://openalex.org/C125112378","wikidata":"https://www.wikidata.org/wiki/Q176640","display_name":"Randomness","level":2,"score":0.8374086618423462},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6990225315093994},{"id":"https://openalex.org/C108710211","wikidata":"https://www.wikidata.org/wiki/Q11538","display_name":"Mathematical proof","level":2,"score":0.5405240654945374},{"id":"https://openalex.org/C2776359362","wikidata":"https://www.wikidata.org/wiki/Q2145286","display_name":"Representation (politics)","level":3,"score":0.5402914881706238},{"id":"https://openalex.org/C2780009758","wikidata":"https://www.wikidata.org/wiki/Q6804172","display_name":"Measure (data warehouse)","level":2,"score":0.4731617569923401},{"id":"https://openalex.org/C33252445","wikidata":"https://www.wikidata.org/wiki/Q3713315","display_name":"Stochastic dominance","level":2,"score":0.45969998836517334},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.42331740260124207},{"id":"https://openalex.org/C118615104","wikidata":"https://www.wikidata.org/wiki/Q121416","display_name":"Discrete mathematics","level":1,"score":0.40257400274276733},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.35822632908821106},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.3343493342399597},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.33220866322517395},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.20563074946403503},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.1563175618648529},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.12999728322029114},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.07730913162231445},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.06712961196899414},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.06657525897026062},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C94625758","wikidata":"https://www.wikidata.org/wiki/Q7163","display_name":"Politics","level":2,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0}],"mesh":[],"locations_count":10,"locations":[{"id":"doi:10.1016/j.spa.2016.03.004","doi":"https://doi.org/10.1016/j.spa.2016.03.004","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.spa.2016.03.004","pdf_url":"https://www.sciencedirect.com/science/article/am/pii/S0304414916000600?via%3Dihub","source":{"id":"https://openalex.org/S182850260","display_name":"Stochastic Processes and their Applications","issn_l":"0304-4149","issn":["0304-4149","1879-209X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-2","norway-2","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastic Processes and their Applications","raw_type":"journal-article"},{"id":"pmh:oai:http://orca.cardiff.ac.uk:97227","doi":null,"is_oa":false,"landing_page_url":"https://orca.cardiff.ac.uk/id/eprint/97227/1/sup-measures-arxiv.pdf","pdf_url":"https://orca.cardiff.ac.uk/id/eprint/97227/1/sup-measures-arxiv.pdf","source":{"id":"https://openalex.org/S4306401195","display_name":"ORCA Online Research @Cardiff (Cardiff University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I79510175","host_organization_name":"Cardiff University","host_organization_lineage":["https://openalex.org/I79510175"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:https://orca.cardiff.ac.uk:97227","doi":null,"is_oa":false,"landing_page_url":"https://orca.cardiff.ac.uk/id/eprint/97227/1/sup-measures-arxiv.pdf","pdf_url":"https://orca.cardiff.ac.uk/id/eprint/97227/1/sup-measures-arxiv.pdf","source":{"id":"https://openalex.org/S4306401195","display_name":"ORCA Online Research @Cardiff (Cardiff University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I79510175","host_organization_name":"Cardiff University","host_organization_lineage":["https://openalex.org/I79510175"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"Article"},{"id":"pmh:oai:arXiv.org:1507.03476","doi":null,"is_oa":true,"landing_page_url":"http://arxiv.org/abs/1507.03476","pdf_url":"https://arxiv.org/pdf/1507.03476","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:2224895038","doi":null,"is_oa":true,"landing_page_url":"https://arxiv.org/pdf/1507.03476.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"pmh:doi:10.7892/boris.91130","doi":null,"is_oa":false,"landing_page_url":"https://boris-portal.unibe.ch/handle/20.500.12422/146956","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"},{"id":"pmh:oai:RePEc:eee:spapps:v:126:y:2016:i:9:p:2835-2859","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0304414916000600","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:boris.unibe.ch:91130","doi":null,"is_oa":true,"landing_page_url":"https://boris.unibe.ch/91130/","pdf_url":null,"source":{"id":"https://openalex.org/S4306401747","display_name":"BORIS (University Library Bern)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210103840","host_organization_name":"Nakuru County Council","host_organization_lineage":["https://openalex.org/I4210103840"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Molchanov, Ilya; Strokorb, Kirstin (2016). Max-stable random sup-measures with comonotonic tail dependence. Stochastic processes and their applications, 126(9), pp. 2835-2859. Elsevier 10.1016/j.spa.2016.03.004 <http://dx.doi.org/10.1016/j.spa.2016.03.004>","raw_type":"info:eu-repo/semantics/article"},{"id":"doi:10.48550/arxiv.1507.03476","doi":"https://doi.org/10.48550/arxiv.1507.03476","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.1507.03476","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":"2331-8422","issn":["2331-8422"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},{"id":"doi:10.7892/boris.91130","doi":"https://doi.org/10.7892/boris.91130","is_oa":true,"landing_page_url":"https://doi.org/10.7892/boris.91130","pdf_url":null,"source":{"id":"https://openalex.org/S7407053152","display_name":"Open Access CRIS of the University of Bern","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"JournalArticle"}],"best_oa_location":{"id":"doi:10.1016/j.spa.2016.03.004","doi":"https://doi.org/10.1016/j.spa.2016.03.004","is_oa":true,"landing_page_url":"https://doi.org/10.1016/j.spa.2016.03.004","pdf_url":"https://www.sciencedirect.com/science/article/am/pii/S0304414916000600?via%3Dihub","source":{"id":"https://openalex.org/S182850260","display_name":"Stochastic Processes and their Applications","issn_l":"0304-4149","issn":["0304-4149","1879-209X"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","dongbi-c","jufo-2","norway-2","poland-100","russia-white-list-2","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Stochastic Processes and their Applications","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[{"id":"https://openalex.org/G8973965468","display_name":"Probabilistic symmetries and their applications","funder_award_id":"153597","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"},{"id":"https://openalex.org/G993971353","display_name":null,"funder_award_id":"200021","funder_id":"https://openalex.org/F4320320924","funder_display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung"}],"funders":[{"id":"https://openalex.org/F4320306076","display_name":"National Science Foundation","ror":"https://ror.org/021nxhr62"},{"id":"https://openalex.org/F4320320924","display_name":"Schweizerischer Nationalfonds zur F\u00f6rderung der Wissenschaftlichen Forschung","ror":"https://ror.org/00yjd3n13"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2224895038.pdf","grobid_xml":"https://content.openalex.org/works/W2224895038.grobid-xml"},"referenced_works_count":49,"referenced_works":["https://openalex.org/W12670744","https://openalex.org/W46965519","https://openalex.org/W179694669","https://openalex.org/W565214016","https://openalex.org/W645573447","https://openalex.org/W1482455015","https://openalex.org/W1557270667","https://openalex.org/W1571966798","https://openalex.org/W1577627982","https://openalex.org/W1578430072","https://openalex.org/W1579549043","https://openalex.org/W1591570634","https://openalex.org/W1593542532","https://openalex.org/W1593939129","https://openalex.org/W1964263795","https://openalex.org/W1964733624","https://openalex.org/W1969705529","https://openalex.org/W1978916282","https://openalex.org/W1993426910","https://openalex.org/W1994728611","https://openalex.org/W1997382360","https://openalex.org/W1998559030","https://openalex.org/W2009607067","https://openalex.org/W2020154669","https://openalex.org/W2021872695","https://openalex.org/W2021973421","https://openalex.org/W2022894179","https://openalex.org/W2025741486","https://openalex.org/W2028506260","https://openalex.org/W2037277027","https://openalex.org/W2065017305","https://openalex.org/W2066715908","https://openalex.org/W2067074025","https://openalex.org/W2067350822","https://openalex.org/W2078368341","https://openalex.org/W2081510882","https://openalex.org/W2082596469","https://openalex.org/W2092882376","https://openalex.org/W2110156585","https://openalex.org/W2116882631","https://openalex.org/W2130444456","https://openalex.org/W2130652163","https://openalex.org/W2802714436","https://openalex.org/W2983593864","https://openalex.org/W2987552422","https://openalex.org/W3104378835","https://openalex.org/W4229774059","https://openalex.org/W4247459797","https://openalex.org/W4290464992"],"related_works":["https://openalex.org/W3200615128","https://openalex.org/W2317859869","https://openalex.org/W3032027152","https://openalex.org/W4232935188","https://openalex.org/W7099816250","https://openalex.org/W7098310694","https://openalex.org/W4230831606","https://openalex.org/W2695936127","https://openalex.org/W2964091587","https://openalex.org/W2069718314"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1},{"year":2018,"cited_by_count":3},{"year":2017,"cited_by_count":7},{"year":2016,"cited_by_count":1}],"updated_date":"2026-11-05T12:25:35.769452","created_date":"2016-06-24T00:00:00"}