Results 111 to 120 of about 150 (129)

Measures of Information in Order Statistics and Their Concomitants for the Single Iterated Farlie–Gumbel–Morgenstern Bivariate Distribution

Mathematical Population Studies, 2021
Haroon M Barakat
exaly  

On the Asymptotics of Value-at-Risk for Portfolio Loss Under Bivariate Eyraud-Farlie-Gumbel-Morgenstern Copula and Heavy Tails

Communications in Statistics Part B: Simulation and Computation, 2020
Xiaohu Li, Shanchao Yang, Xiaoli Gan
exaly  

On the Asymptotics of Tail Conditional Expectation for Portfolio Loss Under Bivariate Eyraud-Farlie-Gumbel-Morgenstern Copula and Heavy Tails

Communications in Statistics Part B: Simulation and Computation, 2020
Xiaohu Li, Shanchao Yang
exaly  

Effective Estimation Algorithm for Parameters of Multivariate Farlie–Gumbel–Morgenstern Copula

Japanese Journal of Statistics and Data Science, 2021
Mitsuhiro Kimura
exaly  

Extropy Based on Concomitants of Order Statistics in Farlie-Gumbel-Morgenstern Family for Random Variables Representing Past Life

Axioms, 2023
Irshad M R, Amer Ibrahim Al-Omari, Ghadah Alomani   +2 more
exaly  

On the Compound Poisson Risk Model With Dependence Based on a Generalized Farlie–Gumbel–Morgenstern Copula

Insurance: Mathematics and Economics, 2008
Étienne Marceau
exaly  

Estimation and Goodness-of-Fit Procedures for Farlie–Gumbel–Morgenstern Bivariate Copula of Order Statistics

Journal of Statistical Computation and Simulation, 2012
Tugba Yıldız
exaly  

On a Renewal Risk Process With Dependence Under a Farlie–Gumbel–Morgenstern Copula

Scandinavian Actuarial Journal, 2014
Spyridon D Vrontos, Stathis Chadjiconstantinidis   +1 more
exaly  

The Maximum Surplus Before Ruin for Dependent Risk Models Through Farlie–Gumbel–Morgenstern Copula

Scandinavian Actuarial Journal, 2016
Zhaojun Yang, Wuyuan Jiang
exaly  

Aspects of Dependence in Generalized Farlie-Gumbel-Morgenstern Distributions

Communications in Statistics Part B: Simulation and Computation, 2011
Hadi Jabbari, Gholam Reza Mohtashami Borzadaran, M Amini   +2 more
exaly