Results 71 to 80 of about 4,426 (211)
Asymptotic independence in more than two dimensions and its implications on risk management
Abstract In extreme value theory, the presence of asymptotic independence signifies that joint extreme events across multiple variables are unlikely. Although well understood in a bivariate context, the concept remains relatively unexplored when addressing the nuances of simultaneous occurrence of extremes in higher dimensions.
Bikramjit Das, Vicky Fasen‐Hartmann
wiley +1 more source
Archimedean Survival Processes [PDF]
Archimedean copulas are popular in the world of multivariate modelling as a result of their breadth, tractability, and flexibility. A. J. McNeil and J.
Hoyle, Edward, Menguturk, Levent Ali
core
Market Insurance and Risk Pooling in U.S. Crop Insurance
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
A Scale‐Invariant Learning Model for Distributed Practice Effects
Abstract Despite their potential to significantly improve the durability of learning and their proven predictive power on many occasions, theories of distributed practice have not yet been widely adopted by educators. The reluctance may be attributed to the enormous strain they impose on learners or the fragmented nature of the evidence, as well as the
Martin Riopel, Patrice Potvin
wiley +1 more source
McDowell and Sellars on Objective Purport
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
wiley +1 more source
Study of meteorological‐hydrological drought propagation under reservoir regulation using a Copula‐Bayesian network in the Hanjiang River Basin. Abstract Reservoir operations play a pivotal role in modifying drought propagation processes, particularly by influencing the transition from meteorological to hydrological drought. This study investigates the
Yanping Qu +5 more
wiley +1 more source
In order to accurately evaluate and tap the mutual‐aid capacity potential of interconnected power stations under the scenario of peak‐to‐peak compensation between new energy output and load demand, this paper uses Copula function to describe the correlation structure of wind, light, and load from the perspective of source–load matching, quantify the ...
Chao Ding +6 more
wiley +1 more source
Investigating dynamic dependence using copulae [PDF]
A general methodology for time series modelling is developed which works down from distributional properties to implied structural models including the standard regression relationship.
Bouyé, Eric +2 more
core +2 more sources
This paper proposes a novel bivariate odd beta prime Fréchet (BOBPF) distribution constructed through the application of the Farlie–Gumbel–Morgenstern (FGM) copula function. The new model, called the BOBPF‐FGM, is engineered to address the persistent challenge of modeling positively skewed and heavy‐tailed bivariate data that exhibit complex ...
Aliyu Ismail Ishaq +6 more
wiley +1 more source
Quasi-random numbers for copula models
The present work addresses the question how sampling algorithms for commonly applied copula models can be adapted to account for quasi-random numbers.
Cambou, Mathieu +2 more
core +1 more source

