Results 111 to 120 of about 4,073 (193)

An information ratio-based goodness-of-fit test for copula models on censored data. [PDF]

Biometrics, 2023
Sun T, Cheng Y, Ding Y.
europepmc   +1 more source

A note on stochastic survival probabilities and their calibration [PDF]

In this note we use doubly stochastic processes (or Cox processes) in order to model the evolution of the stochastic force of mortality of an individual aged x.
Elena Vigna, Elisa Luciano, Jaap Spreeuw
core  

Factor Tree Copula Models for Item Response Data. [PDF]

Psychometrika, 2023
Kadhem SH, Nikoloulopoulos AK.
europepmc   +1 more source

THE APPLICATION OF COPULAS IN PRICING DEPENDENT CREDIT DERIVATIVES INSTRUMENTS [PDF]

The aim of this paper is to use copulas functions to capture the different structures of dependency when we deal with portfolios of dependent credit risks and a basket of credit derivatives.
Fathi Abid, Nader Naifar
core  

Dependence properties of bivariate copula families

Dependence Modeling
Motivated by recently investigated results on dependence measures and robust risk models, this article provides an overview of dependence properties of many well known bivariate copula families, where the focus is on the Schur order for conditional ...
Ansari Jonathan, Rockel Marcus
doaj   +1 more source

Can crop yield risk be globally diversified? [PDF]

In 2007 and 2008 world food markets observed a significant price boom. Crop failures simultaneously occurring in some of the world’s major production regions have been quoted as one factor among others for the price boom.
Martin Odening, Wei Xu, Xiaoliang Liu
core  

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
doaj  

Simulation of queueing systems with many stations and of queueing networks using copulas [PDF]

In this paper we will generate queueing systems with c stations where the inter-arrival time and the c service times depend through a c+1 copula C. We will consider two models: first when the customer does not know the order of service times for the free
Ciuiu, Daniel
core   +1 more source

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
doaj  

On the Ratio-Type Family of Copulas

Mathematics
Investigating 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, Rachid Bentoumi, Mhamed Mesfioui   +2 more
doaj   +1 more source