Results 171 to 180 of about 12,179 (202)
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OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 2009In this paper, we study opposite diagonal sections of quasi-copulas and copulas. The best-possible upper bound for the set of copulas with a given opposite diagonal section being known, we focus on the best-possible lower bound, which in general is a quasi-copula. Moreover, it exhibits an interesting type of bivariate symmetry called opposite symmetry.
Bernard De Baets +2 more
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Transformations of Copulas and Quasi-Copulas
2004Transformations of aggregation operators preserving the class of copulas and quasi-copulas, respectively, are shown to be concave automorphisms of the unit interval. Attractors of copulas are discussed, special attention being paid to power transformations and the relationship between the corresponding attractors and the so-called maximum attractor ...
Erich Peter Klement +2 more
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Fuzzy Sets and Systems, 2013
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Some results on a transformation of copulas and quasi-copulas
Information Sciences, 2014zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ali Dolati +2 more
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Kybernetika, 2010
Summary: Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.
Radko Mesiar, Monika Pekárová
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Summary: Based on a recent representation of copulas invariant under univariate conditioning, a new class of copulas linked to a distortion of the identity function is introduced and studied.
Radko Mesiar, Monika Pekárová
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2004
The capital requirement from financial institutions is based on the amount of risk carried in their portfolios.
Jürgen Franke +2 more
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The capital requirement from financial institutions is based on the amount of risk carried in their portfolios.
Jürgen Franke +2 more
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2011
Review of applications of copula techniques to finance, with special focus on dynamic consistency.
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Review of applications of copula techniques to finance, with special focus on dynamic consistency.
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On the α-Migrativity of Semicopulas, Quasi-Copulas, and Copulas
Information Sciences, 2010Humberto Bustince +2 more
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