Results 21 to 30 of about 165,609 (118)
Mathematical Problems in Engineering, Volume 2023, Issue 1, 2023., 2023 With the sharply increased development of variable renewable energy resources (VRERs) in recent years, the hydro‐wind‐photovoltaic (PV) hybrid system (HWPHS) has the prospective to enhance the grid integration of VRERs. Nevertheless, the intense variation associated with wind and PV generation causes uncertainties in the long‐term operation of the ...
Huaying Su +6 more
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Earth's Future, Volume 10, Issue 8, August 2022., 2022 Abstract Compound flooding, caused by the simultaneous or successive occurrence of two or more flood mechanisms, is mainly associated with extreme precipitation, river overflows, and storm tides across coastal areas. The interdependencies between these components can increase the risks of flood impacts, threatening coastal communities and ...
Farshad Jalili Pirani +1 more
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Copulae: An overview and recent developments
WIREs Computational Statistics, Volume 14, Issue 3, May/June 2022., 2022 Different distributions through different copulae and margins Abstract Over the decades that have passed since they were introduced, copulae still remain a very powerful tool for modeling and estimating multivariate distributions. This work gives an overview of copula theory and it also summarizes the latest results.
Joshua Größer, Ostap Okhrin
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Computational Statistics, 2021 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Mirza Nazmul Hasan, Roel Braekers
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Dynamic Fatigue Analysis of High‐Speed Trains Gearbox Using Copula Function
Mathematical Problems in Engineering, Volume 2022, Issue 1, 2022., 2022 As a key component of the transmission system of high‐speed trains, the reliability of gearbox is crucial to the overall reliability and driving safety of high‐speed trains. In this work, a comprehensive reliability model for the key parts of the gearbox including the driving and driven gears, bearings, and gearbox housing is developed, which combines ...
Yumei Liu +5 more
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Nested Copula Model for Overall Seismic Vulnerability Analysis of Multispan Bridges
Shock and Vibration, Volume 2022, Issue 1, 2022., 2022 Piers and bearings influence each other in earthquakes, and the failure of any component will affect the whole function of bridges. Thus, it is critical to consider the correlations between multiple components in the seismic vulnerability analysis of the overall bridge system.
Ming Ma +5 more
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Trivariate Stochastic Weather Model for Predicting Maize Yield
Journal of Applied Mathematics, Volume 2022, Issue 1, 2022., 2022 Maize yield prediction in the sub‐Saharan region is imperative for mitigation of risks emanating from crop loss due to changes in climate. Temperature, rainfall amount, and reference evapotranspiration are major climatic factors affecting maize yield.
Patrick Chidzalo +3 more
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Study on drought events in China based on time-varying nested Archimedean-copula function
Water Supply, 2021 Abstract Drought forecasting, which can enable contingency actions to be implemented in advance of a drought, plays a significant role in reducing the risks and impacts of drought. In this study, a simulation framework of the occurrence probability of drought events based on a nested copula function and Gibbs sampling is proposed to ...
Ziyang Zhao +3 more
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Capturing non-exchangeable dependence in multivariate loss processes with nested Archimedean Lévy copulas [PDF]
Annals of Actuarial Science, 2014 AbstractThe class of spectrally positive Lévy processes is a frequent choice for modelling loss processes in areas such as insurance or operational risk. Dependence between such processes (e.g. between different lines of business) can be modelled with Lévy copulas.
Avanzi, B, Tao, J, Wong, B, Yang, X
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Journal of Mathematics, Volume 2021, Issue 1, 2021., 2021 This paper investigates the risk contribution of 29 industrial sectors to the China stock market by using one‐factor with Durante generator copulas (FDG) and component expected shortfall (CES) analyses. Risk contagion between the systemically most important sector and other sectors is examined using a copula‐based ∆CoVaR approach.
Jianxu Liu +6 more
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