Results 11 to 20 of about 1,082,690 (294)
A Rank Dependent Scheduling Model [PDF]
SSRN Electronic Journal, 2010 This paper proposes an analytical framework for scheduling decisions of road travelers that takes into account probability weighting using rank dependent utility theory. The fundamental difference with the standard scheduling model based on expected utility is that the probabilities of arrivals are treated in a non-linear way.
Paul R. Koster, Erik T. Verhoef
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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.
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Dependability modeling of safety systems [PDF]
Microelectronics Reliability, 1982 Abstract A safety system is aimed at monitoring the behavior of a process and at preventing severe damage to the process itself and its environment upon occurrence of an incident, du to the propagation of its effects. The paper is devided in three parts.
Kanoun, Karama, Laprie, Jean-Claude
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Testing for explosive bubbles: a review
Dependence Modeling, 2023 This review discusses methods of testing for explosive bubbles in time series. A large number of recently developed testing methods under various assumptions about innovation of errors are covered.
Skrobotov Anton
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Baire category results for quasi–copulas
Dependence Modeling, 2016 The aim of this manuscript is to determine the relative size of several functions (copulas, quasi– copulas) that are commonly used in stochastic modeling.
Durante Fabrizio +2 more
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Joint lifetime modeling with matrix distributions
Dependence Modeling, 2023 Acyclic phase-type (PH) distributions have been a popular tool in survival analysis, thanks to their natural interpretation in terms of aging toward its inevitable absorption.
Albrecher Hansjörg +2 more
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Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors [PDF]
, 2011 This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models.
Huang, Jianhua Z. +2 more
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Dependence Modeling, 2016 Variable annuities contain complex guarantees, whose fair market value cannot be calculated in closed form. To value the guarantees, insurance companies rely heavily on Monte Carlo simulation, which is extremely computationally demanding for large ...
Gan Guojun, Valdez Emiliano A.
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, 2009 Being the limits of copulas of componentwise maxima in independent random samples, extreme-value copulas can be considered to provide appropriate models for the dependence structure between rare events.
Gudendorf, Gordon, Segers, Johan
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Stochastic comparisons and bounds for conditional distributions by using copula properties
Dependence Modeling, 2018 We prove that different conditional distributions can be represented as distorted distributions. These representations are used to obtain stochastic comparisons and bounds for them based on properties of the underlying copula.
Navarro Jorge, Sordo Miguel A.
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