Results 91 to 100 of about 4,380 (211)

On generators in Archimedean copulas

Sahand Communications in Mathematical Analysis, 2017
Summary: This study, after reviewing construction methods of generators in Archimedean copulas (AC), proposes several useful lemmas related with generators of AC. Then a new trigonometric Archimedean family will be shown which is based on cotangent function. The generated new family is able to model the low dependence structures.
openaire   +3 more sources

A Tale of Two Unprecedented Droughts in Southeast Asia: Physical Drivers and Impending Future Risks

Earth's Future, Volume 13, Issue 8, August 2025.
Abstract Conventional wisdom suggests that tropical droughts in Southeast Asia are closely linked to natural climate variability like El Niño. However, the extreme 2014 drought occurred independently of El Niño, suggesting other dynamic forcings at play.
Shuping Ma, Xiao Peng, Xinyue Liu, Zhongwang Wei, Zhixiao Niu, Wenpeng Zhao, Ming Pan, Xiaogang He   +7 more
wiley   +1 more source

MODELING THE BENEFITS OF A MARRIAGE REVERSE ANNUITY CONTRACT WITH DEPENDENCY ASSUMPTIONS USING ARCHIMEDEAN COPULA

Barekeng
Social security benefits may not be enough for retirement. Equity release products like marriage reverse annuities can boost retirement income for older couples.
Arnhilda Aspasia Lundy, Mila Novita, Ida Fithriani   +2 more
doaj   +1 more source

A copula-based approach to aggregation functions [PDF]

This paper presents the role of copula functions in the theory of aggregation operators and an axiomatic characterization of Archimedean aggregation functions.
Maddalena Manzi, Marta Cardin
core  

Singularity aspects of Archimedean copulas

Journal of Mathematical Analysis and Applications, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fernández Sánchez, Juan, Trutschnig, Wolfgang   +1 more
openaire   +2 more sources

Nested Archimedean Copulas Meet R: The nacopula Package [PDF]

The package nacopula provides procedures for constructing nested Archimedean copulas in any dimensions and with any kind of nesting structure, generating vectors of random variates from the constructed objects, computing function values and probabilities
Marius Hofert, Martin Maechler
core   +1 more source

On approximating copulas by finite mixtures

, 2018
Copulas are now frequently used to approximate or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the variables while controlling the approximation properties of the marginal densities ...
Khaled, Mohamad A., Kohn, Robert
core  

Archimedean Copulas-Based Estimation under One-Parameter Distributions in Coherent Systems

Mathematics
In the present work we provide a signature-based framework for delivering the estimated mean lifetime along with the variance of the continuous distribution of a coherent system consisting of exchangeable components.
Ioannis S. Triantafyllou
doaj   +1 more source

Copula–entropy theory for multivariate stochastic modeling in water engineering

Geoscience Letters, 2018
The copula–entropy theory combines the entropy theory and the copula theory. The entropy theory has been extensively applied to derive the most probable univariate distribution subject to specified constraints by applying the principle of maximum entropy.
Vijay P. Singh, Lan Zhang
doaj   +1 more source

COMPARISON OF COPULA FAMILY (GAUSSIAN, ARCHIMEDEAN, AND REGRESSION) IN A CASE STUDY OF COMPOSITE STOCK PRICE INDEX ON INDONESIA STOCK EXCHANGE

Barekeng
Stocks are one of the most popular financial market instruments. On the other hand, stocks are an investment instrument that is widely chosen by investors because stocks are able to provide attractive profit levels.
Darwis Darwis, Bagus Sartono, Leny Yuliani   +2 more
doaj   +1 more source