Results 81 to 90 of about 25,546 (258)
Copulas in finance and insurance [PDF]
Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance. They are used
Elisa M. Molanes, Rosario Romera
core
Managerial and Decision Economics, EarlyView.ABSTRACT Exchanges in franchise systems are embedded in the level of trust that exists in franchisee–franchisor relationships. Although trust is essential in business relationships, it can unfold a negative side effect on the appreciation of exchange in these relationships as hidden costs of trust.
Matthias Glaser +2 more
wiley +1 more source
WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE
REAdThis study investigates the copula model that best fit to model the dependence structure of Credit Derivative Swaps (CDS) spreads. For the analysis, we consider daily data from the period of January 1, 2009 to December 31, 2014.
Fernanda Maria Müller +2 more
doaj +1 more source
Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
Bounds for Trivariate Copulas with Given Bivariate Marginals
Journal of Inequalities and Applications, 2008 We determine two constructions that, starting with two bivariate copulas, give rise to new bivariate and trivariate copulas, respectively. These constructions are used to determine pointwise upper and lower bounds for the class of all trivariate copulas ...
Quesada-Molina JoséJuan +2 more
doaj
Review of Regina Pustet : Copulas: universals in the categorization of the lexicon: (Oxford University Press 2003; 262pp) [PDF]
, 2007 The renowned Grimm Dictionary (1854-1961) makes the statement that the German copula sein (to be) is “the most general and colourless of all verbal concepts” (der allgemeinste und farbloseste aller verbalbegriffe).
Maienborn, Claudia
core
Oikos, EarlyView.Seasonal environmental cycles affect plant–pollinator interactions by altering plant phenology. Periods of low resource availability can filter pollinators and reduce the complexity of interaction networks, but the extent to which the functional morphology of pollinators influences such filtering remains unclear.
Ugo M. Diniz +3 more
wiley +1 more source
Continuous Exchangeable Markov Chains, Idempotent and 1-Dependent Copulas
MathematicsNew copula families are constructed based on orthogonality in L2(0,1). Subclasses of idempotent copulas with square integrable densities are derived.
Martial Longla
doaj +1 more source
Lorenz-generated bivariate Archimedean copulas
Dependence Modeling, 2020 A novel generating mechanism for non-strict bivariate Archimedean copulas via the Lorenz curve of a non-negative random variable is proposed. Lorenz curves have been extensively studied in economics and statistics to characterize wealth inequality and ...
Fontanari Andrea +2 more
doaj +1 more source
Using expert elicitation to predict feral cat, Felis catus, responses to management
Pest Management Science, EarlyView.We generated estimates of lethal feral cat management success for 864 scenarios, only 71 lethal management scenarios met a population reduction target of 57%. Cat‐targeted poison baits, in dry conditions and arid areas were most successful. Feral cat management requires continued adaptive strategies to reduce cat impacts.
Annalie Dorph +7 more
wiley +1 more source