Results 71 to 80 of about 288 (179)

On a Perturbed Risk Model with Time‐Dependent Claim Sizes

Journal of Mathematics, Volume 2024, Issue 1, 2024.
We consider a risk model perturbed by a Brownian motion, where the individual claim sizes are dependent on the inter‐claim times. We study the Gerber–Shiu functions when ruin is due to a claim or the jump‐diffusion process. Integro‐differential equations and Laplace transforms satisfied by the Gerber–Shiu functions are obtained.
Longfei Wei, Jia Hao, Shiyu Song, Zhenhua Bao, Antonio Di Crescenzo   +4 more
wiley   +1 more source

Bivariate Cure Rate Model Using Copula Functions in Presence of Censored Data and Covariates [PDF]

, 2019
Bivariate survival cure rate models extend the understanding of time-to-event data by allowing for the formulation of more accurate and informative conclusion.
Huang, Jie
core   +1 more source

Truncation invariant copulas for modeling directional dependence: Application to foreign currency exchange data [PDF]

, 2014
Directional dependence modeling has been applied to many research areas including economics, finance, biostatistics, and bioinformatics. The concept of directional dependence using copula regression functions has been introduced by Sungur [21].
Jung, Yoon Sung, Kim, Jong Min, Sungur, Engin A.   +2 more
core   +1 more source

Copula-Based Bivariate Modified Fréchet–Exponential Distributions: Construction, Properties, and Applications

Axioms
The classical exponential model, despite its flexibility, fails to describe data with non-constant failure or between-event dependency. To overcome this limitation, two new bivariate lifetime distributions are introduced in this paper.
Hanan Haj Ahmad, Dina A. Ramadan
doaj   +1 more source

Polynomial distribution functions on bounded closed intervals [PDF]

The thesis explores several topics, related to polynomial distribution functions and their densities on [0,1]M, including polynomial copula functions and their densities. The contribution of this work can be subdivided into two areas.
Chirikhin, Andrey
core  

Bivariate Kumaraswamy models via modified symmetric FGM copulas: Properties and Applications in Insurance modeling [PDF]

, 2017
A copula is a useful tool for constructing bivariate and/or multivariate dis- tributions. In this article, we consider a new modified class of (Farlie-Gumbel- Morgenstern) FGM bivariate copula for constructing several different bivariate Ku- maraswamy ...
NC DOCKS at The University of North Carolina Wilmington, Ghosh, Indranil   +1 more
core  

Collective risk models with FGM dependence [PDF]

We study copula-based collective risk models when the dependence structure is defined by a Farlie-Gumbel-Morgenstern (FGM) copula. By leveraging a one-to-one correspondence between the class of FGM copulas and multivariate symmetric Bernoulli ...
Marceau, Etienne, Blier-Wong, Christopher, Cossette, Hélène   +2 more
core   +1 more source

On the physical layer security of correlated Weibull fading channels with transmitter side information in the presence of a passive eavesdropper

Alexandria Engineering Journal
In this paper, we analyze the performance of physical layer security (PLS) in Weibull fading wiretap channels (WTC), leveraging realistic channel propagation models in which the channel coefficients of the main (transmitter-to-legitimate receiver) and ...
Ali Mohammad Khodadoust, Mario Eduardo Rivero-Ángeles, Víctor Barrera-Figueroa   +2 more
doaj   +1 more source

A Procedure of Perturbation Leading to a New Class of Asymmetric Copulas

Mathematics
We propose and analyze a new class of copulas (generated by two univariate functions) that exhibit asymmetric nonlinear dependence, resulting from an antisymmetric perturbation of the independence copula.
Oussama Elamrani, Ahmed Sani
doaj   +1 more source

Bivariate power Lomax distribution with medical applications. [PDF]

PLoS One, 2023
Qura ME, Fayomi A, Kilai M, Almetwally EM.   +3 more
europepmc   +1 more source