Results 41 to 50 of about 493 (183)
Hierarchical Archimedean Copulae: The HAC Package [PDF]
Journal of Statistical Software, 2014 This paper presents the R package HAC, which provides user friendly methods for dealing with hierarchical Archimedean copulae (HAC). Computationally efficient estimation procedures allow to recover the structure and the parameters of HAC from data. In addition, arbitrary HAC can be constructed to sample random vectors and to compute the values of the ...
Ostap Okhrin, Alexander Ristig
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Risk Times in Mission‐Oriented Systems
Quality and Reliability Engineering International, Volume 42, Issue 3, Page 1380-1398, April 2026.ABSTRACT This article assesses risk times in mission‐oriented systems with high safety standards. We examine critical times under two safety policies. The first requires that the system's reliability function, known the first failure of the components, must exceed a reliability level throughout the mission.
Antonio Arriaza +2 more
wiley +1 more source
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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A two-component copula with links to insurance
Dependence Modeling, 2017 This paper presents a new copula to model dependencies between insurance entities, by considering how insurance entities are affected by both macro and micro factors.
Ismail S., Yu G., Reinert G., Maynard T.
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Algorithms, 2020 In this paper, we develop a novel computation model of Intuitionistic Fuzzy Values with the usage of fuzzy negations and Archimedean copulas. This novel computation model’s structure is based on the extension of the existing operations of intuitionistic ...
Stylianos Giakoumakis +1 more
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Market Insurance and Risk Pooling in U.S. Crop Insurance
Agricultural Economics, Volume 57, Issue 2, March 2026.ABSTRACT A common assumption is that multiple‐peril crop insurance markets suffer from market failures, thus justifying government intervention in the form of premium subsidies, operating allowances, and reinsurance agreements. One prominent rationale for intervention involves geographic correlation in agricultural production which leads to systemic ...
Fan Fan +3 more
wiley +1 more source
Archimedean Copula Estimation Parameter with Kendall Distribution Function
Cumhuriyet Science Journal, 2017 In the literature, up to now, it is common thatfor Gumbel, Clayton and Frank calculated Kendall Distribution function and to the extent those applications havebeen made.
Ayşe Metın Karakas +2 more
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Advances in Meteorology, 2023 The univariate analysis of hydrological extremes is a well-established practice in developing countries such as Ethiopia. However, for the design of hydrological and hydraulic systems, it is essential to have a thorough understanding of flood event ...
Mesfin Mamo Haile +4 more
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McDowell and Sellars on Objective Purport
European Journal of Philosophy, Volume 34, Issue 1, Page 313-332, March 2026.Abstract John McDowell has criticized Wilfrid Sellars on several occasions and over a number of years for his ‘non‐relational’ account of intentionality. This account is, according to McDowell, at least partly responsible for a ‘blind spot’ in Sellars's thinking: Sellars, allegedly, fails to see how objects or states of affairs in the external world ...
Stefan Brandt
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Exploring Two Modified Ali-Mikhail-Haq Copulas and New Bivariate Logistic Distributions
Pan-American Journal of MathematicsThe Ali-Mikhail-Haq copula is a bivariate ratio-type Archimedean copula known for its simplicity and flexibility in modeling moderate negative and positive dependence structures, making it widely used in various fields.
Christophe Chesneau
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