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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Nonparametric bounds for the survivor function under general dependent truncation. [PDF]
Scand Stat Theory Appl, 2023 Qian J, Betensky RA.
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An approximate-copula distribution for statistical modeling. [PDF]
PLoS Comput BiolJi SS, Chu BB, Zhou H, Lange K.
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Analyzing Asymetric Dependence in Exchange Rates using Copula [PDF]
In this paper I aimed to analyze the use of copulas in financial application, namely to investigate the assumption of asymmetric dependence and to compute some measures of risk.
Alexie Alupoaiei
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LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]
Sci RepZeng L, Huang J, Lin X.
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Copula Estimation for GARCH(1, 1) Processes [PDF]
The possibility of identifying nonlinear time series using nonparametric estimates of the conditional mean and conditional variance were studied in many papers.
Fjodorovs, Jegors, Matvejevs, Andrejs
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Learning Continuous Decomposable Models Using Mutual Information and Statistical Copulas. [PDF]
Entropy (Basel)Desuó Neto L +3 more
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Income and democracy: a bivariate copula approach. [PDF]
J Appl Stat, 2023 Paleologou SM.
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Dynamic copula Bayesian network predictive model for assessing the impact of initiative programs on child undernutrition in Ethiopia, 2009-2016. [PDF]
BMC Public HealthBegashaw GB +3 more
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A Review: Construction of Statistical Distributions. [PDF]
Entropy (Basel)Fang KT, Lin YX, Deng YH.
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