Copula-based Markov process (Q2306101): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import241208061232 (talk | contribs)
Normalize DOI.
 
(7 intermediate revisions by 6 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.insmatheco.2020.01.006 / rank
Normal rank
 
Property / author
 
Property / author: Jing-Ping Yang / rank
Normal rank
 
Property / author
 
Property / author: Jing-Ping Yang / rank
 
Normal rank
Property / describes a project that uses
 
Property / describes a project that uses: QRM / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2020.01.006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W3003188663 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling mortality and pricing life annuities with Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copulas and Temporal Dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE / rank
 
Normal rank
Property / cites work
 
Property / cites work: TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS / rank
 
Normal rank
Property / cites work
 
Property / cites work: A copula-based method to build diffusion models with prescribed marginal and serial dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5560061 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convolution copula econometrics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3412547 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copulas and Markov processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5226713 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the singular components of a copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: A New Characterization of Bivariate Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5446378 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5342182 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Singularity aspects of Archimedean copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some members of the class of (quasi-)copulas with given diagonal from the Markov kernel perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: Proving the characetrization of Archimedean copulas via Dini derivatives / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5395176 / rank
 
Normal rank
Property / cites work
 
Property / cites work: COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3523756 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Worst VaR scenarios with given marginals and measures of association / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust portfolio optimization with copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2774021 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Density Approach in Modeling Successive Defaults / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5439382 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Copulas for Markovian dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4395388 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5306036 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4040126 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5706744 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to copulas. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multivariate Markov families of copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Cesáro convergence of iterates of the star product of copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Some Smoothing Properties of the Star Product of Copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: Idempotent and multivariate copulas with fractal support / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mass distributions of two-dimensional extreme-value copulas and related results / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.INSMATHECO.2020.01.006 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 22:16, 17 December 2024

scientific article
Language Label Description Also known as
English
Copula-based Markov process
scientific article

    Statements

    Copula-based Markov process (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    20 March 2020
    0 references
    copula
    0 references
    modified partial Dini derivative
    0 references
    consistency of a bivariate copula family
    0 references
    transition function
    0 references
    copula-based Markov process
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers