Results 21 to 30 of about 925 (187)
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
Health Economics, Volume 32, Issue 6, Page 1305-1322, June 2023., 2023 Abstract We develop a flexible two‐equation copula model to address endogeneity of medical expenditures in a distribution regression for health. The expenditure margin uses the compound gamma distribution, a special case of the Tweedie family of distributions, to account for a spike at zero and a highly skewed continuous part.
Giampiero Marra +3 more
wiley +1 more source
Journal of Mathematics, Volume 2023, Issue 1, 2023., 2023 In this paper, the marginal distribution of concomitants of k−record values (CKR) based on the Huang–Kotz Farlie–Gumbel–Morgenstern (HK‐FGM) family of bivariate distributions is derived. In addition, we obtained the joint distribution of CKR for this family.
M. Nagy +2 more
wiley +1 more source
Journal of Applied Mathematics, Volume 2023, Issue 1, 2023., 2023 The purpose of this paper is to investigate the valuation of equity‐linked death benefit contracts and the multiple life insurance on two heads based on a joint survival model. Using the exponential Wiener process assumption for the stock price process and a Kn distribution for the time until death, we provide explicit formulas for the expectation of ...
Franck Adékambi +2 more
wiley +1 more source
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
doaj +1 more source
A Copula-based Maintenance Modeling for Parallel Systems with Non-self Announcing Failures and Dependent Components [PDF]
International Journal of Supply and Operations Management, 2019 Based on a copula function this paper addresses a maintenance scheduling problem for parallel systems whose components are dependent and their failures are detected only by inspections. To carry out preventive maintenance actions, the decision process is
Reza Ahmadi
doaj +1 more source
Bivariate Kumaraswamy Models via Modified FGM Copulas: Properties and Applications [PDF]
Journal of Risk and Financial Management, 2017 A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie–Gumbel–Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural properties, including dependence structures.
openaire +3 more sources
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
doaj +1 more source
A Bayesian non‐linear state space copula model for air pollution in Beijing
Journal of the Royal Statistical Society: Series C (Applied Statistics), Volume 71, Issue 3, Page 613-638, June 2022., 2022 Abstract Air pollution is a serious issue that currently affects many industrial cities in the world and can cause severe illness to the population. In particular, it has been proven that extreme high levels of airborne contaminants have dangerous short‐term effects on human health, in terms of increased hospital admissions for cardiovascular and ...
Alexander Kreuzer +2 more
wiley +1 more source
Selecting the primary endpoint in a randomized clinical trial: the ARE method [PDF]
, 2016 The decision on the primary endpoint in a randomized clinical trial is of paramount importance and the combination of several endpoints might be a reasonable choice. Gómez and Lagakos (2013) have developed a method that quantifies how much more efficient
Gómez Melis, Guadalupe +1 more
core +2 more sources