Results 41 to 50 of about 749 (133)

PERBANDINGAN ASURANSI LAST SURVIVOR DENGAN PENGEMBALIAN PREMI MENGGUNAKAN METODE COPULA FRANK, COPULA CLAYTON, DAN COPULA GUMBEL

E-Jurnal Matematika, 2017
This study examines about last survivor life insurance with return of premium for married couples with independent and dependent mortality model. By using Frank copula, Clayton copula, Gumbel copula and Indonesian Mortalita Table 2011, the impact of ...
I GEDE DICKY ARYA BRAMANTA, I NYOMAN WIDANA, LUH PUTU IDA HARINI, I WAYAN SUMARJAYA   +3 more
doaj   +1 more source

A Mixture of Clayton, Gumbel, and Frank Copulas: A Complete Dependence Model

Journal of Probability and Statistics, 2022
Knowledge of the dependence between random variables is necessary in the area of risk assessment and evaluation. Some of the existing Archimedean copulas, namely the Clayton and the Gumbel copulas, allow for higher correlations on the extreme left and ...
M. A. Boateng, A. Y. Omari-Sasu, R. K. Avuglah, N. K. Frempong   +3 more
doaj   +1 more source

Univariate and Bivariate Log-Topp-Leone Distribution Using Censored and Uncensored Datasets

Computer Sciences & Mathematics Forum, 2023
The univariate Topp–Leone distribution introduced by with closed forms of the cumulative distribution function, i.e., [0, 1], was extended to an unbounded limit called the log-Topp–Leone distribution, where the shapes of the hazard function can increase,
Abubakar Usman, Aliyu Ismail Ishaq, Ahmad Abubakar Suleiman, Mahmod Othman, Hanita Daud, Yakubu Aliyu   +5 more
doaj   +1 more source

Statistical Monitoring of Multivariate Count Data From Real‐Time Particle Counters

Quality and Reliability Engineering International, Volume 42, Issue 8, Page 4765-4809, December 2026.
ABSTRACT In the pharmaceutical industry, production environments are monitored for bacterial contamination. Particle counters are increasingly investigated for real‐time monitoring of viable microorganisms using count data for different particle size intervals.
Mona Emampour, Pieta C. Boon, Edwin R. van den Heuvel   +2 more
wiley   +1 more source

Interval-conditioned quantiles of bivariate copulas

Dependence Modeling
We study conditional distributions and their quantiles when a continuous covariate is conditioned on an interval event, without discretizing the covariate itself, focusing on bivariate copulas.
Molendijk Thomas, Şahin Özge
doaj   +1 more source

Exploring Multivariate Copula Models and Fuzzy Interest Rates in Assessing Family Annuity Products

JTAM (Jurnal Teori dan Aplikasi Matematika)
This research explores the development of a reversionary annuity product transformed into a family annuity covering three individuals: husband, wife, and children.
Kurnia Novita Sari, Ady Febrisutisyanto, Randi Deautama, Nursiti Azirah, Pida Mahani   +4 more
doaj   +1 more source

Nonparametric Conditional Copula Density Estimation With Applications to the Body Mass Index

Stat, Volume 15, Issue 4, December 2026.
ABSTRACT This study develops a nonparametric conditional copula density estimator that features a parametric carrier copula refined by an exponential series adjustment. We adopt the local likelihood approach for conditional distribution estimation and incorporate the influence of covariates via kernel smoothing.
Michael Z. Wu, Lan Zhou
wiley   +1 more source

Compound Meteorological and Hydrological Hot‐Dry and Hot‐Wet Extremes Over Global Land Areas: Spatiotemporal Changes, Attribution, and Drivers

International Journal of Climatology, Volume 46, Issue 14, 30 November 2026.
The changes in joint return period of compound meteorological hot‐dry (CMHHE) and hot‐wet (CMHWE) and compound hydrological hot‐dry (CHHDE) and hot‐wet (CHHWE) extremes were attributed to changes in associated univariate extremes and their dependence.
Ruting Yang, Silong Zhang, Xiongpeng Tang, Chao Gao, Haibin Zhang, Xin Yin, Yanli Liu   +6 more
wiley   +1 more source

Penerapan Metode GARCH-Vine Copula untuk Estimasi Value at Risk (VaR) pada Portofolio

Jurnal Fourier, 2018
Salah satu alat ukur yang digunakan untuk menghitung risiko portofolio adalah Value at Risk (VaR). Beberapa metode pengukuran VaR mengasumsikan return berdistribusi normal dan ukuran dependensi antar saham menggunakan korelasi linear.
Herida Okta Pintari, Retno Subekti
doaj   +1 more source

Complex Versus Parsimonious Site‐Based Stochastic Ground Motion Models: Which One Is Better?

Earthquake Engineering &Structural Dynamics, Volume 55, Issue 14, Page 3714-3731, November 2026.
ABSTRACT Stochastic ground motion models (GMMs) provide a probabilistic representation of seismic input and are increasingly important for uncertainty quantification (UQ) in earthquake engineering. This study focuses on site‐based stochastic GMMs, which learn the statistical features of selected datasets of seismic records and generate statistically ...
Maijia Su, Mayssa Dabaghi, Marco Broccardo   +2 more
wiley   +1 more source