Results 11 to 20 of about 749 (133)

Analysis of a Risky Two Unit System under Marked Process Incorporating Two Repairmen with Vacations [PDF]

Journal of Risk Analysis and Crisis Response (JRACR), 2015
In this paper the system considered consists of two subsystems A and B. Subsystem A has only one unit whereas subsystem B consists of two homogeneous units B1 and B2. Here B2 is in hot standby with B1.
Nidhi Tiwari, S. B. Singh
doaj   +1 more source

Archimedean Copula Estimation Parameter with Kendall Distribution Function

Cumhuriyet Science Journal, 2017
In the literature, up to now, it is common thatfor Gumbel, Clayton and Frank calculated Kendall Distribution function and to the extent those applications havebeen made.
Ayşe Metın Karakas, Murat Karakas, Mine Dogan   +2 more
doaj   +1 more source

The Impact of Oil and Gold Prices’ Shock on Tehran Stock Exchange: A Copula Approach [PDF]

Iranian Journal of Economic Studies, 2012
There are several researches that deal with the behavior of SEs and their relationships with different economical factors. These range from papers dealing with this subject through econometrical procedures to statistical methods known as copula.
Amir T. Payandeh Najafabadi, Marjan Qazvini, Reza Ofoghi   +2 more
doaj   +1 more source

Copula-Based Risk Modeling: A Comparative Analysis of MCAViaR and Gaussian Copulas for Global Indices [PDF]

Mathematics and Modeling in Finance
This study comparatively analyzes two advanced financial risk modeling frameworks: a copula-based Value-at-Risk (VaR) approach and the Multivariate Conditional Autoregressive Value-at-Risk (MCAViaR) model.
Mohammadreza Rostami, Fatemeh Rasti, Ebrahim Abbasi   +2 more
doaj   +1 more source

A New Family of Continuous Probability Distributions

Entropy, 2021
In this paper, a new parametric compound G family of continuous probability distributions called the Poisson generalized exponential G (PGEG) family is derived and studied. Relevant mathematical properties are derived. Some new bivariate G families using
M. El-Morshedy, Fahad Sameer Alshammari, Yasser S. Hamed, Mohammed S. Eliwa, Haitham M. Yousof   +4 more
doaj   +1 more source

Regresi Median Pada Copula Bivariat

JTAM (Jurnal Teori dan Aplikasi Matematika), 2019
Abstrak: Analisis regresi adalah analisis yang sering digunakan dalam segala bidang yang bertujuan untuk memodelkan hubungan antara dua jenis variabel tak bebas dengan satu atau variabel bebas. Regresi linier masih memiliki beberapa kekurangan, maka dari
Geraldus Anggoro Rinadi, Leopoldus Ricky Sasongko, Bambang Susanto   +2 more
doaj   +1 more source

A New Log-Logistic Lifetime Model with Mathematical Properties, Copula, Modified Goodness-of-Fit Test for Validation and Real Data Modeling

Mathematics, 2020
After defining a new log-logistic model and studying its properties, some new bivariate type versions using “Farlie-Gumbel-Morgenstern Copula”, “modified Farlie-Gumbel-Morgenstern Copula”, “Clayton Copula”, and “Renyi’s entropy Copula” are derived. Then,
Mahmoud M. Mansour, Mohamed Ibrahim, Khaoula Aidi, Nadeem Shafique Butt, Mir Masoom Ali, Haitham M. Yousof, Mohamed S. Hamed   +6 more
doaj   +1 more source

Prediksi Ukuran Risiko Agregat Klaim Berbasis Copula pada Model Autoregressive Conditional Amount (ACA)

Jurnal Matematika Integratif, 2020
Industri asuransi merupakan industri yang berkaitan langsung dengan risiko. Risiko yang terjadi diakibatkan oleh besar klaim yang harus dibayarkan perusahaan asuransi.
Dedy Irawan Prihandoko, Khreshna Imaduddin Ahmad Syuhada   +1 more
doaj   +1 more source

Joint modeling of rainfall and temperature in Bahir Dar, Ethiopia: Application of copula

Frontiers in Applied Mathematics and Statistics, 2023
ObjectiveClimate change has effects on the economy development of any country. This paper aimed to fit the best marginal and joint distribution models of rainfall with minimum and maximum temperatures.MethodsThe average values of minimum and maximum ...
Haile Mekonnen Fenta, Demeke Lakew Workie, Dereje Tesfaye Zikie   +2 more
doaj   +1 more source

BHF and copula models in small area estimation for household per capita expenditure in Bogor District

Jurnal Natural
Small area statistics are required when the sample size is small to produce estimates with adequate precision. The assumptions underlying Battese Harter Fuller (BHF) unit-level models may often be unrealistic in some applications.
NADIRA SRI BELINDA, KHAIRIL ANWAR NOTODIPUTRO, AGUS MOHAMAD SOLEH   +2 more
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