Results 51 to 60 of about 178,829 (130)
Enjoy the Joy of Copulas: With a Package copula [PDF]
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas.
Jun Yan
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Systemic Weather Risk and Crop Insurance: The Case of China [PDF]
The supply of affordable crop insurance is hampered by the existence of systemic weather risk which results in large risk premiums. In this article, we assess the systemic nature of weather risk for 17 agricultural production regions in China and explore
Wei Xu +3 more
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Nested Archimedean copulas: a new class of nonparametric tree structure estimators
, 2014 Any nested Archimedean copula is defined starting from a rooted phylogenetic tree, for which a new class of nonparametric estimators is presented. An estimator from this new class relies on a two-step procedure where first a binary tree is built and second is collapsed if necessary to give an estimate of the target tree structure.
openaire +2 more sources
Copula-based testing for dependence structures.. [PDF]
This thesis describes tests for specific dependence structures between two random variables, in particular: quadrant dependence, tail monotonicity and stochastic monotonicity.
Sznajder, Dominik
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A Bayesian copula model for stochastic claims reserving [PDF]
We present a full Bayesian model for assessing the reserve requirement of multiline Non-Life insurance companies. Bayesian models for claims reserving allow to account for expert knowledge in the evaluation of Outstanding Loss Liabilities, allowing the ...
Luca Regis
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Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
europepmc +1 more source
Copulas in finance and insurance [PDF]
Copulas provide a potential useful modeling tool to represent the dependence structure among variables and to generate joint distributions by combining given marginal distributions. Simulations play a relevant role in finance and insurance. They are used
Elisa M. Molanes, Rosario Romera
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Modelling hierarchically clustered survival data through nested Archimedean copulas
, 2021 Onderzoekers hebben twee primaire interesses bij het modelleren van gecorreleerde of geclusterde overlevingsgegevens: het bepalen van het effect van behandeling/covariaten en het bestuderen van de afhankelijkheden of associatie tussen de verzamelde gegevens.
openaire +1 more source
Evaluating Association Between Two Event Times with Observations Subject to Informative Censoring. [PDF]
J Am Stat Assoc, 2023 Li D, Hu XJ, Wang R.
europepmc +1 more source
HMM in dynamic HAC models [PDF]
Understanding the dynamics of high dimensional non-normal dependency structure is a challenging task. This research aims at attacking this problem by building up a hidden Markov model (HMM) for Hierarchical Archimedean Copulae (HAC), where the HAC ...
Wolfgang Karl Härdle +2 more
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