Results 91 to 100 of about 34,600 (197)

Modelling stochastic mortality for dependent lives [PDF]

Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to rep- resent mortality risk.
Elena Vigna, Elisa Luciano, Jaap Spreeuw
core  

CDO and HAC [PDF]

Modelling portfolio credit risk is one of the crucial challenges faced by financial services industry in the last few years. We propose the valuation model of collateralized debt obligations (CDO) based on copula functions with up to three parameters ...
Barbara Choroś, Ostap Okhrin, Wolfgang Härdle   +2 more
core  

Estimation of the Spatial Suitability of Winter Tourism Destinations Based on Copula Functions. [PDF]

Int J Environ Res Public Health, 2019
Cai W, Di H, Liu X.
europepmc   +1 more source

A Statistical Model for Analyzing Interdependent Complex of Plant Pathogens

Revista Colombiana de Estadística, 2012
We introduce a new approach for modeling multivariate overdispersed binomial data, from a plant pathogen complex. After recalling some theoretical foundations of generalized linear models (GLMs) and Copula functions, we show how the later can be used to ...
EDUARDO DÁVILA, LUIS ALBERTO LÓPEZ, LUIS GUILLERMO DÍAZ   +2 more
doaj  

Dependence properties of bivariate copula families

Dependence Modeling
Motivated by recently investigated results on dependence measures and robust risk models, this article provides an overview of dependence properties of many well known bivariate copula families, where the focus is on the Schur order for conditional ...
Ansari Jonathan, Rockel Marcus
doaj   +1 more source

Copula function theory and classification [PDF]

Proceedings of the 2017 2nd International Conference on Education, Sports, Arts and Management Engineering (ICESAME 2017), 2017
Zhigang Zhang, Yueguang Hu
openaire   +1 more source

Diverse copulas through Durante’s method. Exploring parametric functions

Operations Research and Decisions
This article unveils the often underestimated potential of a copula methodology introduced by Durante in 2009. It highlights the remarkable ability of the method to generate a broad spectrum of copulas by exploiting various parametric functions. Our exploration encompasses a collection of power-like, exponential-like, trigonometric-like, logarithmic ...
openaire   +2 more sources

Hydrological drought dynamic using copula functions and drought center migration in the Ganjiang river basin. [PDF]

Sci Rep
Liu W, Zhang J, Zhou Z, Zhu S, Liu L, Li J.   +5 more
europepmc   +1 more source

An approximate-copula distribution for statistical modeling. [PDF]

PLoS Comput Biol
Ji SS, Chu BB, Zhou H, Lange K.
europepmc   +1 more source

Permutation Tests Based on the Copula-Graphic Estimator and Their Use for Survival Tree Construction. [PDF]

Stat Med
Baur P, Pauly M, Emura T.
europepmc   +1 more source