Matjaz Omladic

According to our database, Matjaz Omladic authored at least 24 papers between 1994 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Coherence and avoidance of sure loss for standardized functions and semicopulas.

Erich-Peter Klement, Damjana Kokol Bukovsek, Blaz Mojskerc, Matjaz Omladic, Susanne Saminger-Platz, Nik Stopar

Int. J. Approx. Reason., February, 2024

2022

Singular components of shock model copulas.

Tomaz Kosir, Matjaz Omladic

J. Comput. Appl. Math., 2022

Dedekind-MacNeille completion of multivariate copulas via ALGEN method.

Matjaz Omladic, Nik Stopar

Fuzzy Sets Syst., 2022

Multivariate imprecise Sklar type theorems.

Matjaz Omladic, Nik Stopar

Fuzzy Sets Syst., 2022

Some multivariate imprecise shock model copulas.

David Dolzan, Damjana Kokol Bukovsek, Matjaz Omladic, Damjan Skulj

Fuzzy Sets Syst., 2022

Extreme generators of shock induced copulas.

Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic

Appl. Math. Comput., 2022

2021

Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta.

Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic

J. Comput. Appl. Math., 2021

On a new partial order on bivariate distributions and on constrained bounds of their copulas.

Matjaz Omladic, Nik Stopar

Fuzzy Sets Syst., 2021

Lévy modeled GMWB: Pricing with wavelets.

Rok Okorn, Matjaz Omladic

Commun. Stat. Simul. Comput., 2021

2020

Erratum to "Non-exchangeability of copulas arising from shock models" [J. Comput. Appl. Math. 358 >(2019) 61-83].

Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic

J. Comput. Appl. Math., 2020

Constructing copulas from shock models with imprecise distributions.

Matjaz Omladic, Damjan Skulj

Int. J. Approx. Reason., 2020

A full scale Sklar's theorem in the imprecise setting.

Matjaz Omladic, Nik Stopar

Fuzzy Sets Syst., 2020

Final solution to the problem of relating a true copula to an imprecise copula.

Matjaz Omladic, Nik Stopar

Fuzzy Sets Syst., 2020

Reflected maxmin copulas and modeling quadrant subindependence.

Tomaz Kosir, Matjaz Omladic

Fuzzy Sets Syst., 2020

Asymmetric linkages: Maxmin vs. reflected maxmin copulas.

Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic

Fuzzy Sets Syst., 2020

2019

Non-exchangeability of copulas arising from shock models.

Damjana Kokol Bukovsek, Tomaz Kosir, Blaz Mojskerc, Matjaz Omladic

J. Comput. Appl. Math., 2019

2017

Shock models with dependence and asymmetric linkages.

Fabrizio Durante, Matjaz Omladic, Lovrenc Orazem, Nina Ruzic

Fuzzy Sets Syst., 2017

The JLS model with ARMA/GARCH errors.

Spela Jezernik Sirca, Matjaz Omladic

Ars Math. Contemp., 2017

2016

Shock models with recovery option via the maxmin copulas.

Matjaz Omladic, Nina Ruzic

Fuzzy Sets Syst., 2016

2015

What can Wikipedia and Google tell us about stock prices under different market regimes?

Boris Cergol, Matjaz Omladic

Ars Math. Contemp., 2015

2013

A note on homomorphisms of matrix semigroup.

Matjaz Omladic, Bojan Kuzma

Ars Math. Contemp., 2013

2010

Reducibility of semigroups and nilpotent commutators with idempotents of rank two.

Matjaz Omladic, Heydar Radjavi

Ars Math. Contemp., 2010

2001

A linear algebra approach to non-transitive expected utility.

Matjaz Omladic, Vesna Omladic

Soc. Choice Welf., 2001

1994

On the Perturbation of the Cholesky Factorization.

Zlatko Drmac, Matjaz Omladic, Kresimir Veselic

SIAM J. Matrix Anal. Appl., October, 1994