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Copula functions and dependency concepts

2014
Modeling default of several obligors implies modeling the default probability of the single obligor as well as the dependence structure between obligors.
openaire   +1 more source

Integral transformation of a copula function

Communications in Statistics - Theory and Methods, 2022
Božidar V. Popović   +2 more
openaire   +1 more source

Reliability Modeling and Analysis of Multi-Degradation of Momentum Wheel Based on Copula Function

Applied Sciences (Switzerland), 2021
Ming Huang, Yan-Feng Li, Yuan Chen
exaly  

Application of Copula function in financial risk analysis

Computers and Electrical Engineering, 2019
Hui Jiang
exaly  

Estimating the density of a copula function

Communications in Statistics - Theory and Methods, 1990
Jan Mielniczuk
exaly  

Hydrological uncertainty processor based on a copula function

Hydrological Sciences Journal, 2018
Lihua Xiong   +2 more
exaly  

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