Results 161 to 170 of about 5,414 (199)

PENENTUAN PREMI TAHUNAN BERSIH ASURANSI JIWA SEUMUR HIDUP JOINT LIFE DENGAN MODEL COPULA CLAYTON DAN COPULA GUMBEL

MILANG Journal of Mathematics and Its Applications, 2022
Asuransi jiwa seumur hidup adalah bentuk pengalihan risiko atas kerugian keuangan oleh tertanggung kepada penanggung yang disebabkan oleh hilangnya jiwa seseorang setelah polis disepakati. Pada status joint life pasangan suami istri Premi dibayarkan setiap tahun dan pembayaran manfaat dilakukan pada akhir tahun kematian pertama.
Laila Qudrah Fikriyah, I Gusti Putu Purnaba, Windiani Erliana, Berlian Setiawaty, Donny Citra Lesmana   +4 more
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A New Statistical Distribution Derived from a Clayton Copula for Modeling Bivariate Processes

Journal of Hydrometeorology, 2023
Abstract Rainfall and temperature extremes have become more frequent and severe in recent times due to changing climate. Since these catastrophic occurrences directly affect a region’s hydrology, it is imperative to develop models that can project and explain the joint behavior of climate variables.
Neeraj Poonia, Sarita Azad
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Clayton copula for survival data with dependent censoring: An application to a tuberculosis treatment adherence data

Statistics in Medicine, 2023
Ignoring the presence of dependent censoring in data analysis can lead to biased estimates, for example, not considering the effect of abandonment of the tuberculosis treatment may influence inferences about the cure probability. In order to assess the relationship between cure and abandonment outcomes, we propose a copula Bayesian approach. Therefore,
Silvana Schneider, Rodrigo Citton P. dos Reis, Maicon M. F. Gottselig, Patrícia Fisch, Daniela Riva Knauth, Álvaro Vigo   +5 more
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Decentralized Detection of Signals with Joint Clayton Copula Distribution Model

2018 6th IEEE International Conference on Wireless for Space and Extreme Environments (WiSEE), 2018
This paper considers a decentralized detection system for a binary hypothesis testing problem. The sensor signals are marginally Gaussian distributed with θ-parameter Clayton copula joint distribution. Boolean functions of two variables and likelihood ratio test at the fusion center are considered to generate binary global decisions.
Hadi Kasasbeh, Sushmita Challa, Lei Cao, Ramanarayanan Viswanathan   +3 more
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Correlation and risk measurement modeling: A Markov-switching mixed Clayton copula approach

Reliability Engineering & System Safety, 2020
Abstract Correlation and risk measurement are important for reliability and safety evaluation of many practical systems. Clayton copula and 180° rotated Clayton copula are suitable for measuring the lower-lower tail correlation and the upper-upper tail correlation reflecting positive correlation, respectively.
Xiang-dong Liu, Fei Pan, Wen-li Cai, Rui Peng   +3 more
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Adaptive Variance Scaling in Clayton Copula EDA

2012
Estimation of Distribution Algorithms based on copula (cEDA) divide the estimated probabilistic model about the promising population into two parts, the marginal distribution of each variable and a copula function. The copula function combines the marginal distribution of each variable together as the joint distribution.
Ru Yang, Li-Fang Wang, Jian-Chao Zeng
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Wind Speed Prediction for Wind Farm Based on Clayton Copula Function and Deep Learning Fusion

2021 IEEE 4th International Electrical and Energy Conference (CIEEC), 2021
Complex spatio-temporal dependencies exist between wind speed (WS) of various wind turbines (WT) in wind farm (WF), which brings great difficulties to obtain accurate WS-prediction (WSP) results. Analyzing the spatio-temporal dependency of WS, clarifying the mutual influence between WT, and constructing high-precision wind- speed prediction models are ...
Bingzhe Zhang, Qixian Li, Huizhen Pang, Jing Xu, Yu Huang   +4 more
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Contagion between World and Emerging Islamic Equity Markets: An Application of Clayton Copula Technique

Foundation University Journal of Business & Economics, 2020
The aim of this study is to examine the contagion between the world Islamic equity market and selected emerging Islamic equity markets including Bahrain, Bangladesh, Egypt, Indonesia, Malaysia, Pakistan, Qatar, Saudi Arabia, Turkey and UAE. We applied Clayton Copula technique using daily MSCI Islamic indices data from 1st September 2010 to 30th ...
Waqar Haider Hashmi, Dr. Abdul Qayyum Khan, Khurram Shaheen   +2 more
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Bivariate Lomax Distribution Based on Clayton Copula: Estimation and Prediction

journal of Statistics Applications & Probability
Lomax distribution has been studied by many statisticians due to its important role in reliability modeling and lifetime testing. The bivariate Lomax distribution is an important lifetime distribution in survival analysis. In this article, a bivariate Lomax distribution is constructed based on Clayton copula.
A. Fayomi, R. M. Refaey, G. R. AL-Dayian, A. A. EL-Helbawy, A. A. M. Mahmoud, M. Abd Elaal   +5 more
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Modified inference function for margins for the bivariate clayton copula-based SUN Tobit Model

Journal of Applied Statistics, 2016
ABSTRACTThis paper extends the analysis of the bivariate Seemingly Unrelated Regression (SUN) Tobit model by modeling its nonlinear dependence structure through the Clayton copula. The ability to capture/model the lower tail dependence of the SUN Tobit model where some data are censored (generally, left-censored at zero) is an useful feature of the ...
F. Louzada, P. H. Ferreira
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