Results 91 to 100 of about 19,478 (209)
Copulas in finance and insurance [PDF]
Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance. They are used
Elisa M. Molanes, Rosario Romera
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Systemic Weather Risk and Crop Insurance: The Case of China [PDF]
The supply of affordable crop insurance is hampered by the existence of systemic weather risk which results in large risk premiums. In this article, we assess the systemic nature of weather risk for 17 agricultural production regions in China and explore
Wei Xu +3 more
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Cesaro Supermodular Order and Archimedean Copulas [PDF]
Journal of Sciences, Islamic Republic of Iran, 2015 In this paper, we introduce a new kind of order, Cesaro supermodular order, which includes supermodular order and stochastic order. For this new order, we show that it almost fulfils all desirable properties of a multivariate positive dependence order ...
H.R. Nili Sani, M. Amini, M. Khanjari
doaj
Archimedean copula and contagion modeling in epidemiology
Networks & Heterogeneous Media, 2013 The aim of this paper is first to find interactions between compartments of hosts in the Ross-Macdonald Malaria transmission system. So, to make clearer this association we introduce the concordance measure and then the Kendall's tau and Spearman's rho.
Jacques Demongeot +4 more
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Archimedean Copulas-Based Estimation under One-Parameter Distributions in Coherent Systems
MathematicsIn 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
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Dynamic dependence ordering for Archimedean copulas and distorted copulas
Kybernetika, 2008 This paper proposes a general framework to compare the strength of the dependence in survival models, as time changes, i.e. given remaining lifetimes , to compare the dependence of given >t, and given >s, where s>t. More precisely, analytical results will be obtained in the case the survival copula of is either Archimedean or a distorted copula.
openaire +6 more sources
BarekengSocial 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 +2 more
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Moments of Compound Renewal Sums with Dependent Risks Using Mixing Exponential Models
Risks, 2018 In this paper, we study the discounted renewal aggregate claims with a full dependence structure. Based on a mixing exponential model, the dependence among the inter-claim times, the claim sizes, as well as the dependence between the inter-claim times ...
Fouad Marri +2 more
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MathematicsThis paper presents a unified framework for constructing two-branched fuzzy implications and families of copulas based on the same composition principles involving monotone and convex functions.
Panagiotis G. Mangenakis +1 more
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Sahand Communications in Mathematical Analysis, 2014 There are several theorical results about order statistics and copulas in the literature that have been mentioned also by Nelsen \cite{p20}. The present study after reviewing some of these results, relies on simulation technique to investigate the ...
Sinem Tuğba Şahin Tekin +2 more
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