Results 1 to 10 of about 31,936 (196)
CONSTRUCCIÓN DE LA DISTRIBUCIÓN DE PÉRDIDAS Y EL PROBLEMA DE AGREGACIÓN DE RIESGO OPERATIVO BAJO MODELOS LDA: UNA REVISIÓN [PDF]
Revista Ingenierías Universidad de Medellín, 2013 Este artículo revisa la literatura más reciente en cuanto a la obtención de la distribución de pérdidas para riesgo operativo cuando se emplea el modelo de distribución de pérdidas agregadas (LDA, por sus siglas en inglés), y dependencia entre las líneas
Andrés Mora Valencia
doaj +5 more sources
Statistica, 2018 Copulas are used to specify dependence between two or more random variables. The last few years have seen a surge of developments of parametric models for copulas.
Saralees Nadarajah +2 more
doaj +2 more sources
Uniform Distribution Theory, 2023 Two-dimensional distribution function g(x, y) defined in [0, 1]2 is called copula, if g(x, 1) = x and g(1,y)= y for every x, y. Similarly, s-dimensional copula is a distribution function g(x1,x2,...,xs) such that every k-dimensional face function g(1,…,1,
O. Strauch, V. Baláž
semanticscholar +1 more source
Revisiting Gaussian copulas to handle endogenous regressors
Journal of the Academy of Marketing Science, 2021 Marketing researchers are increasingly taking advantage of the instrumental variable (IV)-free Gaussian copula approach. They use this method to identify and correct endogeneity when estimating regression models with non-experimental data.
Jan-Michael Becker +2 more
semanticscholar +1 more source
Copulas for hydroclimatic analysis: A practice‐oriented overview
WIREs Water, 2022 A warming climate is associated with increasing hydroclimatic extremes, which are often interconnected through complex processes, prompting their concurrence and/or succession, and causing compound extreme events.
Faranak Tootoonchi +5 more
semanticscholar +1 more source
Characterization of pre-idempotent Copulas
Dependence Modeling, 2023 Copulas CC for which (CtC)2=CtC{({C}^{t}C)}^{2}={C}^{t}C are called pre-idempotent copulas, of which well-studied examples are idempotent copulas and complete dependence copulas.
Chamnan Wongtawan, Sumetkijakan Songkiat
doaj +1 more source
Cambios en la calificación de riesgo país: ¿Afectan la volatilidad de los mercados emergentes?
Revista Facultad de Ciencias Económicas, 2022 La integración de los mercados bursátiles crea relaciones mediante acuerdos que brindan mayores beneficios económicos a los países y ofrecen a los inversionistas, más oportunidades para invertir sus excedentes de capital basados en una ...
Daniela Pérez Noreña +2 more
doaj +1 more source
Novel Construction of Copulas Based on (α,β) Transformation for Fuzzy Random Variables
Journal of Mathematics, 2021 The paper introduces a method for the construction of bivariate copulas with the usage of specific values of the parameters α and β (α,β transformation) and the parameters κ and λ in their domain.
Stylianos Giakoumakis +1 more
doaj +1 more source
covsim: An R Package for Simulating Non-Normal Data for Structural Equation Models Using Copulas
Journal of Statistical Software, 2022 In factor analysis and structural equation modeling non-normal data simulation is traditionally performed by specifying univariate skewness and kurtosis together with the target covariance matrix.
Steffen Grønneberg +2 more
semanticscholar +1 more source
Growing synthetic data through differentially-private vine copulas
Proceedings on Privacy Enhancing Technologies, 2021 In this work, we propose a novel approach for the synthetization of data based on copulas, which are interpretable and robust models, extensively used in the actuarial domain.
S. Gambs +3 more
semanticscholar +1 more source