Results 21 to 30 of about 150 (129)
Bivariate Unit-Weibull Distribution: Properties and Inference
Mathematics, 2023 In this article, we introduce a novel bivariate probability distribution that is absolutely continuous. Considering the Farlie–Gumbel–Morgenstern (FGM) copula and the unit-Weibull distribution, we can obtain a bivariate unit-Weibull distribution.
Roger Tovar-Falón +2 more
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New results on perturbation-based copulas
Dependence Modeling, 2021 A prominent example of a perturbation of the bivariate product copula (which characterizes stochastic independence) is the parametric family of Eyraud-Farlie-Gumbel-Morgenstern copulas which allows small dependencies to be modeled.
Saminger-Platz Susanne +4 more
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Wind Energy, Volume 26, Issue 9, Page 900-922, September 2023., 2023 Abstract Accurate and reliable assessment of wind energy potential has important implication to the wind energy industry. Most previous studies on wind energy assessment focused solely on wind speed, whereas the dependence of wind energy on wind direction was much less considered and documented.
Shiji Huang +3 more
wiley +1 more source
Valuation of Equity-Linked Death Benefits on Two Lives with Dependence
Risks, 2023 The purpose of this paper is to investigate equity-linked death benefits for joint alive and last survivor individuals. Utilizing Farlie–Gumbel–Morgenstern (FGM) type dependency modeling framework, we first analyze the joint distribution of the couple ...
Kokou Essiomle, Franck Adékambi
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A Bivariate Discrete Lindley Distribution and Applications [PDF]
المجلة العلمية للدراسات والبحوث المالية والتجاريةIn this paper a bivariate discrete Lindley distribution has been derived from a discrete Lindely distribution using Farlie-Gumbel-Morgenstern copula. Some properties of this distribution such as probability generating function, conditional distributions,
Yasser Amer +2 more
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Neumann Series on the Recursive Moments of Copula-Dependent Aggregate Discounted Claims
Risks, 2014 We study the recursive moments of aggregate discounted claims, where the dependence between the inter-claim time and the subsequent claim size is considered.
Siti Norafidah Mohd Ramli, Jiwook Jang
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Modelling to Engineering Data Using a New Class of Continuous Models
Journal of Function Spaces, 2021 In this paper, a new flexible generator of continuous lifespan models referred to as the Topp-Leone Weibull G (TLWG) family is developed and studied. Several mathematical characteristics have been investigated. The new hazard rate of the new model can be
I. Elbatal, Naif Alotaibi
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Effect of Dependency on the Estimation of P[Y
Austrian Journal of Statistics, 2022 We consider an expression for the probability R=P ...
Dipak Patil +2 more
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Journal of Nigerian Society of Physical Sciences, 2023 An important alternative distribution to the Weibull, generalized exponen- tial and gamma distributions that is used in survival analysis is the Nadarajah- Haghighi exponential distribution.
Yakubu Aliyu, Umar Usman
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Abstract and Applied Analysis, 2014 We consider a compound Poisson risk model with dependence and a constant dividend barrier. A dependence structure between the claim amount and the interclaim time is introduced through a Farlie-Gumbel-Morgenstern copula.
Donghai Liu, Zaiming Liu, Dan Peng
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