Results 31 to 40 of about 25,862 (264)

Factor copula models for item response data [PDF]

, 2015
Factor or conditional independence models based on copulas are proposed for multivariate discrete data such as item responses. The factor copula models have interpretations of latent maxima/minima (in comparison with latent means) and can lead to more ...
A. Maydeu-Olivares, A. Maydeu-Olivares, A. Panagiotelis, A.H. Stroud, A.J. McNeil, Aristidis K. Nikoloulopoulos, B. Muthén, C. Genest, D. Bartholomew, D. Kurowicka, E. Chang, E.C. Brechmann, E.L. Lehmann, F. Olsson, H. Hult, H. Joe, H. Joe, H.F. Kaiser, Harry Joe, J. Braeken, J. Braeken, J. Hull, K. Aas, K.G. Jöreskog, L.M. Menezes de, M. Scheier, M. Sklar, P. Krupskii, R. Gibbons, R.P. McDonald   +29 more
core   +1 more source

Types of dependence and time-dependent association between two lifetimes in single parameter copula models [PDF]

, 2006
Most publications on modeling insurance contracts on two lives, assuming dependence of the two lifetimes involved, focus on the time of inception of the contract.
Spreeuw, J.
core   +1 more source

Intermediate Tail Dependence: A Review and Some New Results [PDF]

, 2012
The concept of intermediate tail dependence is useful if one wants to quantify the degree of positive dependence in the tails when there is no strong evidence of presence of the usual tail dependence. We first review existing studies on intermediate tail
A. Charpentier, A. J. McNeil, A. J. McNeil, A. Ramos, A. Sklar, A. W. Ledford, A. W. Ledford, A. W. Marshall, A. W. Marshall, C. Genest, D. Song, E. Hashorva, E. Hashorva, E. Hashorva, E. Jakeman, H. Joe, H. Joe, H. Joe, H. Joe, J. A. Tawn, J. E. Heffernan, K. T. Fang, L. Haan de, L. Haan de, L. Hua, L. Hua, M. Abramowitz, M. Larsson, M. Shaked, N. H. Bingham, P. Embrechts, R. E. Williamson, R. Schmidt, S. Coles, S. I. Resnick, S. I. Resnick   +35 more
core   +1 more source

Evolution of coupled lives' dependency across generations and pricing impact [PDF]

, 2012
This paper studies the dependence between coupled lives - both within and across generations - and its effects on prices of reversionary annuities in the presence of longevity risk.
Luciano, E., Spreeuw, J., Vigna, E.
core   +1 more source

Sailing From Penalties to Accountability: Business Strategies and Governance for Firms to Innovate After Environmental Misconduct

Business Strategy and the Environment, EarlyView.
ABSTRACT Firms' continuous pursuit of making a profit in the competitive market may ignore the actions related to environmental responsibilities. This set of actions for financial gains constitutes environmental misconduct, which not only harms ecosystems and communities but also brings reputational damage. Negative press and social media amplification
Ashutosh Singh, Salwa Saleh Almasabi, Ajay Kumar Patel, Priyanka Malik   +3 more
wiley   +1 more source

Theoretical Validation of New Two-Dimensional One-Variable-Power Copulas

Axioms, 2023
One of the most effective ways to illustrate the relationship between two quantitative variables is to describe the corresponding two-dimensional copula.
Christophe Chesneau
doaj   +1 more source

Leveraging Reverse Engineering for CSCM Practices: Demystifying the Roles of Compositional Capability and Cooperative Orientation Under Humane Orientation and Competition Intensity

Business Strategy and the Environment, EarlyView.
ABSTRACT Circular supply chain management (CSCM) practices are seen as a solution for addressing society's many significant environmental challenges. Although existing studies recognise the importance of reverse engineering in combating poverty, there is limited knowledge about its effectiveness in shaping CSCM practices to address climate change and ...
Yaw Agyabeng‐Mensah, Charles Baah, Ebenezer Afum   +2 more
wiley   +1 more source

Goodness-of-fit tests for multi-dimensional copulas: Expanding application to historical drought data

Water Science and Engineering, 2013
The question of how to choose a copula model that best fits a given dataset is a predominant limitation of the copula approach, and the present study aims to investigate the techniques of goodness-of-fit tests for multi-dimensional copulas. A goodness-of-
Ming-wei Ma, Li-liang Ren, Song-bai Song, Jia-li Song, Shan-hu Jiang   +4 more
doaj   +1 more source

Comportement extrémal des copules diagonales et de Bertino

Comptes Rendus. Mathématique, 2021
The maximal attractors of bivariate diagonal and Bertino copulas are determined under suitable regularity conditions. Some consequences of these facts are drawn, namely bounds on the maximal attractor of a symmetric copula with a given diagonal section ...
Genest, Christian, Sabbagh, Magid
doaj   +1 more source

The Perils of Environmental, Social, and Governance (ESG) Controversies: Implications for a Firm's Financial and Nonfinancial Performance

Business Strategy and the Environment, EarlyView.
ABSTRACT Although ESG controversies are on the rise, research investigating them yields contradictory findings. The paper provides resolutions to the debate through investigating (a) how ESG controversies influence firms' short‐term and long‐term financial performance; (b) how firms navigate ESG controversies' effect; and (c) how ESG controversies ...
Amalesh Sharma, Sourav Bikash Borah, Anirban Adhikary, Sanjay Kumar Jena   +3 more
wiley   +1 more source