Results 31 to 40 of about 136 (111)
Copulas, stable tail dependence functions, and multivariate monotonicity
Dependence Modeling, 2019 For functions of several variables there exist many notions of monotonicity, three of them being characteristic for resp. distribution, survival and co-survival functions. In each case the “degree” of monotonicity is just the basic one of a whole scale.
Ressel Paul
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A new extension of the two-parameter bathtub hazard shaped distribution
Scientific African, 2022 The need of new life time distributions that can be used to fit real data sets is crucial in lifetime data analysis. This article uses the two parameter bathtub (TPBT) and the generalized exponential (GE) distributions to propose a new family of lifetime
Ammar M. Sarhan, Abdelfattah Mustafa
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Journal of Mathematics, Volume 2025, Issue 1, 2025.This article aims to present a new type‐II claims Pareto extension for statistical reliability and actuarial analysis. The new probabilistic density can be simplified in terms of the baseline densities. Some new bivariate types were developed under some copula approaches.
Atef F. Hashem +6 more
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A note on bivariate Archimax copulas
Dependence Modeling, 2018 We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the properties of their generating functions.
Durante Fabrizio +2 more
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Estimation of Power Lomax Distribution for Censored Data With Applications
Journal of Mathematics, Volume 2025, Issue 1, 2025.In this study, power Lomax (PL) distribution parameters are estimated under an adaptive Type‐II progressive censoring scheme, utilizing both frequentist and Bayesian statistical estimations. The model parameters, reliability and hazard functions, and coefficient of variation are all determined using an iterative procedure in the frequentist estimation.
Abdelfattah Mustafa +2 more
wiley +1 more source
On comprehensive families of copulas involving the three basic copulas and transformations thereof
Dependence ModelingComprehensive families of copulas including the three basic copulas (at least as limit cases) are useful tools to model countermonotonicity, independence, and comonotonicity of pairs of random variables on the same probability space. In this contribution,
Saminger-Platz Susanne +4 more
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On quantile based co-risk measures and their estimation
Dependence Modeling, 2020 Conditional Value-at-Risk (CoVaR) is defined as the Value-at-Risk of a certain risk given that the related risk equals a given threshold (CoVaR=) or is smaller/larger than a given threshold ...
Fuchs Sebastian, Trutschnig Wolfgang
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Journal of Mathematics, Volume 2025, Issue 1, 2025.This study presents a comparative analysis of frequentist and Bayesian estimation techniques for the parameters of the inverse power Lomax distribution, employing an adaptive Type‐II progressive censoring approach. The maximum likelihood estimations (MLEs) and their corresponding asymptotic confidence intervals are derived.
Samah M. Ahmed +3 more
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Journal of Probability and Statistics, Volume 2025, Issue 1, 2025.This paper introduces a new two‐parameter unit Weibull distribution defined on the interval (0, 1). It discusses the methodology for deriving its probability density function (PDF), explores various properties, and presents related functions. Numerous figures illustrate the distribution and demonstrate its effectiveness in fitting a wide range of ...
Iman M. Attia, Hyungjun Cho
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Modelling cascading effects for systemic risk: Properties of the Freund copula
Dependence Modeling, 2019 We consider a dependent lifetime model for systemic risk, whose basic idea was for the first time presented by Freund. This model allows to model cascading effects of defaults for arbitrarily many economic agents.
Guzmics Sándor, Pflug Georg Ch.
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