| 2000 | Generating "Dependent" Quasi-Random Numbers |
| 2001 | Vines-a new graphical model for dependent random variables |
| 2003 | Graphical models for the evaluation of multisite temperature forecasts: comparison of vines and independence graphs |
| 2011 | Fat-Tailed Distributions: Data, Diagnostics, and Dependence |
| 2014 | Conditional Dependence in the Markowitz Model |
| A Practical model of Heineken's bottle filling line with dependent failures |