Results 31 to 40 of about 165,609 (118)
Dependence Modeling, 2018 Williamson’s integral representation of n-monotone functions on the half-line is generalized to several dimensions. This leads to a characterization of multivariate survival functions with multiply ℓ1- symmetry.
Ressel Paul
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Water Resources Management, 2022 Abstract Severe flooding in coastal areas can result from the joint probability of multiple extreme or non-extreme oceanographic, hydrological, and meteorological factors, resulting in compound flooding (CF) events if they occur successively or simultaneously.
Shahid Latif, Slobodan P. Simonovic
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Environmental Earth Sciences, 2022 Abstract Compound flooding is a multidimensional consequence of the joint impact of multiple intercorrelated drivers such as oceanographic, hydrologic, and meteorological. These individual drivers exhibit interdependence due to common forcing mechanisms.
Shahid Latif, Slobodan P. Simonovic
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Journal of Agricultural Economics, Volume 71, Issue 2, Page 493-516, June 2020., 2020 Abstract Exports from Russia, Ukraine and Kazakhstan (RUK) help to improve global wheat availability and, hence, global food security. During the past 15 years, however, RUK wheat exports have shown high variability, mainly because they have been repeatedly diminished by severe harvest failures.
Sergio René Araujo‐Enciso +1 more
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Copulas in finance and insurance [PDF]
, 2008 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.
Romera, Rosario, Molanes, Elisa M.
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Threshold copulas and positive dependence [PDF]
, 2008 Starting with a notion of positive dependence View the MathML source and with the family of the lower threshold copulas Ct associated with a bivariate distribution having copula C, we define different notions of positive dependence for C, reflecting the ...
Fabio Spizzichino +5 more
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BarekengFluctuations in exchange rates and foreign stock indices strongly influence domestic stock performance, particularly in the banking sector, which is highly sensitive to global economic dynamics.
Alfi Khairiati +2 more
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Permutation Tests Based on the Copula‐Graphic Estimator and Their Use for Survival Tree Construction
Statistics in Medicine, Volume 45, Issue 6-7, March 2026.ABSTRACT Survival trees are popular alternatives to Cox or Aalen regression models that offer both modeling flexibility and graphical interpretability. This paper introduces a new algorithm for survival trees that relaxes the assumption of independent censoring. To this end, we use the copula‐graphic estimator to estimate survival functions.
Pauline Baur +2 more
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Market Insurance and Risk Pooling in U.S. Crop Insurance
Agricultural Economics, Volume 57, Issue 2, March 2026.ABSTRACT A common assumption is that multiple‐peril crop insurance markets suffer from market failures, thus justifying government intervention in the form of premium subsidies, operating allowances, and reinsurance agreements. One prominent rationale for intervention involves geographic correlation in agricultural production which leads to systemic ...
Fan Fan +3 more
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A Bivariate Copula–Driven Multi-State Model for Statistical Analysis in Medical Research
MathematicsWe develop and evaluate a copula-based multistate model for illness–death processes with dependent transition times. The framework couples Cox proportional hazards models for the marginal transition intensities with Archimedean copulas to capture ...
Hugo Brango +2 more
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