Results 71 to 80 of about 493 (178)

Application of a Vine Copula for Multi-Line Insurance Reserving

Risks, 2020
This article introduces a novel use of the vine copula which captures dependence among multi-line claim triangles, especially when an insurance portfolio consists of more than two lines of business. First, we suggest a way to choose an optimal joint loss
Himchan Jeong, Dipak Dey
doaj   +1 more source

Flexible methods for species distribution modeling with small samples

Ecography, Volume 2026, Issue 2, February 2026.
Species distribution models (SDMs) predict where species live or could potentially live and are a key resource for ecological research and conservation decision‐making. However, current SDM methods often perform poorly for rare or inadequately sampled species, which include most species on earth, as well as most of those of the greatest conservation ...
Brian S. Maitner, Robert L. Richards, Ben S. Carlson, John M. Drake, Cory Merow   +4 more
wiley   +1 more source

RESEARCH ON DYNAMIC SYSTEM RELIABILITY MODEL OF HIGH DIMENSIONAL COPULA FUNCTION

Jixie qiangdu, 2022
Aiming at the dynamic mechanical system with multiple failure correlation, the copula function is used to describe the correlation of failure modes among units, and a reliability model of dynamic mechanical system with multiple failure correlations is ...
FENG Jun, LIU Wei, TAN Long, LI Yi
doaj  

Return Period of Nonconcurrent Climate Compound Events: A Nonparametric Bivariate Generalized Pareto Approach

Environmetrics, Volume 37, Issue 1, January 2026.
ABSTRACT Compound events (CEs), commonly defined as the “combination of multiple drivers and/or hazards that contributes to societal or environmental risk”, often result in amplified impacts compared to individual hazards. In order to estimate the return period of bivariate CEs, a novel nonparametric approach employing bivariate Generalized Pareto ...
Grégoire Jacquemin, Denis Allard, Xavier Freulon, Mathieu Vrac   +3 more
wiley   +1 more source

Gaussian Process Vine Copulas for Multivariate Dependence

, 2013
Copulas allow to learn marginal distributions separately from the multivariate dependence structure (copula) that links them together into a density function. Vine factorizations ease the learning of high-dimensional copulas by constructing a hierarchy of conditional bivariate copulas. However, to simplify inference, it is common to assume that each of
Lopez-Paz, D., Hernandez-Lobato J., J., Ghahramani, Z.   +2 more
openaire   +4 more sources

Seismic Reliability Analysis of Reinforced Concrete Arch Bridges Considering Component Correlation

Buildings
To more effectively account for the correlation between components in the seismic reliability analysis of reinforced concrete arch bridges, this study proposes a system seismic reliability analysis method based on the D-vine Copula function. First, based
Jianjun Liu, Jijin Zhang, Hanzhao Zhang, Hongping Ye, Xuemin Wang   +4 more
doaj   +1 more source

Spatial Analysis of Agricultural Waste and By‐Products to Tackle the Water–Energy Nexus in Rural Mozambique

Global Challenges, Volume 10, Issue 1, January 2026.
This study presents a geographic information system‐based, participatory methodology to identify high‐potential zones for agricultural waste valorization in rural Mozambique. By integrating spatial data with local knowledge, it reveals opportunities for bioenergy production and sustainable water use. The findings support circular development strategies,
Giuseppe Mancuso, Valentina Morini, Gonzalo A. Martinez, Attilio Toscano, Francesca Valenti   +4 more
wiley   +1 more source

Operational Convection‐Permitting COSMO/ICON Ensemble Predictions at Observation Sites (CIENS)

Geoscience Data Journal, Volume 13, Issue 1, January 2026.
Map of synoptic stations in Germany for which ensemble forecasts and observations are provided in the CIENS dataset. Colours represent the station altitude in metres. ABSTRACT We present the CIENS dataset, which contains ensemble weather forecasts from the operational convection‐permitting numerical weather prediction model of the German Weather ...
Sebastian Lerch, Benedikt Schulz, Reinhold Hess, Annette Möller, Cristina Primo, Sebastian Trepte, Susanne Theis   +6 more
wiley   +1 more source

D-Vine-Based Correction of Physics-Based Model Output for the Identification of Risky Flights With Respect to Runway Overruns

IEEE Access
Flight dynamic-based physical models are employed to assess the risk of runway overruns, predicting risk based on the metric given by the distance to a controllable speed of 80 knots after landing.
Hassan Alnasser, Marco Pfahler, Ariane Hanebeck, Lukas Beller, Claudia Czado   +4 more
doaj   +1 more source

Vine copulas structures modeling on Russian stock market

Discrete and Continuous Models and Applied Computational Science, 2019
Pair-copula constructions have proven to be a useful tool in statistical modeling, particularly in the field of finance. The copula-based approach can be used to choose a model that describes the dependence structure and marginal behaviour of the data in
Eugeny Yu. Shchetinin
doaj   +1 more source