Results 121 to 130 of about 927 (219)
On the Ratio-Type Family of Copulas
MathematicsInvestigating dependence structures across various fields holds paramount importance. Consequently, the creation of new copula families plays a crucial role in developing more flexible stochastic models that address the limitations of traditional and ...
Farid El Ktaibi +2 more
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Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 2016 In this paper, copula approach was applied to determine the dependence structure the two indices (PPI and CPI). Ali ? Mikhail ? Haq, Clayton, Frank and Gumbel ? Hougaard from Archimedean family were used.
Ayça Büyükyılmaz
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MODELLING RANDOM COUPLES USING COPULAS MODELADO DE PAREJAS ALEATORIAS USANDO CÓPULAS
Revista Colombiana de Estadística, 2009 Copulas have become a useful tool for the multivariate modelling in both stochastics and statistics. In this article, fundamental properties that allow the characterization of the dependence structure of families of the bivariate distributions defined by
Escarela Gabriel, Hernández Angélica
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Modelado de parejas aleatorias usando cópulas Modelling Random Couples Using Copulas
Revista Colombiana de Estadística, 2009 Las cópulas se han convertido en una herramienta útil para el modelado multivariado tanto estocástico como estadístico. En este artículo se revisan propiedades fundamentales de las cópulas que permitan caracterizar la estructura de dependencia de ...
GABRIEL ESCARELA, ANGÉLICA HERNÁNDEZ
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Bivariate Archimedean copula modelling for loss-ALAE data in non-life insurance
, 2004 This paper considers the bivariate loss-ALAE modelling problem in actuarial science, taking into account the particular form of the censorship present in the data.
Denuit, Michel +2 more
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On the research of construction of Copula and the relationship between Archimedean Copula and Cr=r-1(C(r(u),r(v))) [PDF]
, 2011 摘要 近些年来，相依结构在风险管理、投资组合等领域中占有极其重要的地位。Copula是研究相依随机变量的有效统计工具。因此，构造Copula族在理论上和实际应用中都非常有意义。在Copula中应用最广泛的是ArchimedeanCopula，ArchimedeanCopula具有许多良好的性质，在金融分析，风险理论中运用越来越广泛，因此，进一步探究ArchimedeanCopula的性质很有必要。在本论文中，我们构造了三个新的Copula族，并与已知的Copula族进行比较。另外 ...
吴彩琴
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Investasi merupakan pengalokasian dana untuk memperoleh keuntungan di masa depan. Dalam investasi keuangan, pasar modal menjadi tempat transaksi, termasuk saham yang mencerminkan kepemilikan perusahaan.
Tjahjanto, Joseph Ferdinand Rio
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This study proposes a hierarchical Archimedean copula (HAC) framework to model the complex dependence structures in hydrodynamic landslide deformations, with a focus on the Donglinxin (DLX) landslide.
Rubin Wang +4 more
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A Topological Proof of the Archimedean Axiom for Archimedean Copulas
Archimedean copulas are a popular type of copulas in which a variant of the Archimedean axiom apply. We provide a topological proof of the Archimedean Axiom which is applicable for non-continuous distribution functions.
openaire +2 more sources
Copula-based multivariate analysis of hydrological drought over jiabharali sub-basin of Brahmaputra River, India. [PDF]
Sci RepChakma B +7 more
europepmc +1 more source