Results 101 to 110 of about 41,008 (203)
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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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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Dependence and Order in Families of Archimedean Copulas
Journal of Multivariate Analysis, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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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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Bayesian Nonparametric Mixtures of Archimedean Copulas
Journal of Agricultural, Biological and Environmental StatisticsCopula-based dependence modeling often relies on parametric formulations. This is mathematically convenient, but can be statistically inefficient when the parametric families are not suitable for the data and model in focus. A Bayesian nonparametric mixture of Archimedean copulas is introduced to increase the flexibility of copula-based dependence ...
Pan, Ruyi +2 more
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Inference for overparametrized hierarchical Archimedean copulas
Journal of Multivariate AnalysisHierarchical Archimedean copulas (HACs) are multivariate uniform distributions constructed by nesting Archimedean copulas into one another, and provide a flexible approach to modeling non-exchangeable data. However, this flexibility in the model structure may lead to over-fitting when the model estimation procedure is not performed properly.
Samuel Perreault +3 more
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Copula-Based Risk Aggregation and the Significance of Reinsurance
RisksInsurance companies need to calculate solvency capital requirements in order to ensure that they can meet their future obligations to policyholders and beneficiaries.
Alexandra Dias +2 more
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Reliability analysis of parallel systems with dependent components and Archimedean copulas
Journal of Inequalities and ApplicationsIn this paper, preservation properties of reversed hazard rate order and a relative overall reversed hazard rate order under the structure of a parallel system with dependent components having lifetimes coupled by an Archimedean copula are established ...
Mashael A. Alshehri
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Performance Analysis of RIS-Assisted Communication With Direct Link: A New Copula Application
IEEE Open Journal of the Communications SocietyReconfigurable intelligent surface (RIS) has received remarkable attention as a promising solution to enhance the capacity and coverage of wireless cellular networks. In this paper, we evaluate the performance of RIS-assisted communication systems in the
Damoon Shahbaztabar +3 more
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Hierarchical Archimedean Copulae
, 2012 This paper aims at explanation of the R-package HAC, which provides user friendly methods for dealing with high-dimensional hierarchical Archimedean copulae (HAC). A computationally eficient estimation procedure allows to recover the structure and the parameters of HACs from data.
Okhrin, Ostap, Ristig, Alexander
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