Results 151 to 160 of about 192 (166)

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

Insurance: Mathematics and Economics, 2008
Étienne Marceau
exaly  

Inference for Stress-Strength Models Based on the Bivariate General Farlie-Gumbel-Morgenstern Distributions

Journal of Statistics Applications & Probability Letters, 2020
openaire   +1 more source

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  

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  

Sensitivity to Prior Independence via Farlie-Gumbel-Morgenstern Model

Communications in Statistics - Theory and Methods, 1995
Julian de la Horra
exaly  

Bivariate Farlie-Gumbel-Morgenstern Distribution with Spliced Exponential-Pareto Marginals

Catalina Bolancé, Raluca Vernic, Adrian Bâcă   +2 more
openaire   +1 more source

On Multivariate Concomitants of order Statistics for a New Generalized Multivariate Farlie-Gumbel-Morgenstern Distribution

Journal of the Indian Society for Probability and Statistics
Sohair Khames, Nahed Mokhlis
openaire   +1 more source