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
core
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
core
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
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
core
Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
europepmc +1 more source
Modeling Time to Blindness of Glaucoma Patients: A Case Study at Jimma University Medical Center. [PDF]
J Res Health Sci, 2022 Gebremariam MG +5 more
europepmc +1 more source
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
From Archimedean to Liouville copulas [PDF]
, 2010 We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Nešlehová (2009) [1]) to construct new Archimedean copula families, and to examine the relationship ...
Nešlehová, Johanna +3 more
core +1 more source
Comparing gold's and Bitcoin's safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. [PDF]
Financ Res Lett, 2022 Syuhada K, Suprijanto D, Hakim A.
europepmc +1 more source