A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions (Q6200934): Difference between revisions

@@ Property / DOI @@
-.1016/j.jmva.2023.105261
@@ Property / DOI: 10.1016/j.jmva.2023.105261 / rank @@
-Normal rank
@@ Property / OpenAlex ID @@
+W4389163125
@@ Property / OpenAlex ID: W4389163125 / rank @@
+Normal rank
@@ Property / cites work @@
+The performance of some correlation coefficients for a general bivariate distribution
+Normal rank
@@ Property / cites work @@
+Bivariate Exponential Distributions
@@ Property / cites work: Bivariate Exponential Distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Q3232606
@@ Property / cites work: Q3232606 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5764082
@@ Property / cites work: Q5764082 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2732679
@@ Property / cites work: Q2732679 / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Mathematical Risk Analysis
@@ Property / cites work: Mathematical Risk Analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Q3008262
@@ Property / cites work: Q3008262 / rank @@
+Normal rank
@@ Property / cites work @@
+On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula
+Normal rank
@@ Property / cites work @@
+A note on discounted compound renewal sums under dependency
+Normal rank
@@ Property / cites work @@
+On some generalized farlie-gumbel-morgenstern distributions
+Normal rank
@@ Property / cites work @@
+Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
+Normal rank
@@ Property / cites work @@
+On the specification of multivariate association measures and their behaviour with increasing dimension
+Normal rank
@@ Property / cites work @@
+TVaR-based capital allocation with copulas
@@ Property / cites work: TVaR-based capital allocation with copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate distribution defined with Farlie-Gumbel-Morgenstern copula and mixed Erlang marginals: aggregation and capital allocation
+Normal rank
@@ Property / cites work @@
+Collective risk models with dependence
@@ Property / cites work: Collective risk models with dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic representation of FGM copulas using multivariate Bernoulli random variables
+Normal rank
@@ Property / cites work @@
+Risk aggregation with FGM copulas
@@ Property / cites work: Risk aggregation with FGM copulas / rank @@
+Normal rank
@@ Property / cites work @@
+From the Huang-Kotz FGM distribution to Baker's bivariate distribution
+Normal rank
@@ Property / cites work @@
+The impact on the properties of the EFGM copulas when extending this family
+Normal rank
@@ Property / cites work @@
+Correlation structure in iterated Farlie-Gumbel-Morgenstern distributions
+Normal rank
@@ Property / cites work @@
+Modifications of the Farlie-Gumbel-Morgenstern distributions. A tough hill to climb.
+Normal rank
@@ Property / cites work @@
+A new family of positive quadrant dependent bivariate distributions
+Normal rank
@@ Property / cites work @@
+Dependence structure and symmetry of Huang-Kotz FGM distributions and their extensions
+Normal rank
@@ Property / cites work @@
+A new class of bivariate copulas.
@@ Property / cites work: A new class of bivariate copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+A new extension of bivariate FGM copulas
@@ Property / cites work: A new extension of bivariate FGM copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Bivariate copulas generated by perturbations
@@ Property / cites work: Bivariate copulas generated by perturbations / rank @@
+Normal rank
@@ Property / cites work @@
+A note on generalized Farlie-Gumbel-Morgenstern copulas
+Normal rank
@@ Property / cites work @@
+A comprehensive extension of the FGM copula
@@ Property / cites work: A comprehensive extension of the FGM copula / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence measures for perturbations of copulas
@@ Property / cites work: Dependence measures for perturbations of copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence in a background risk model
@@ Property / cites work: Dependence in a background risk model / rank @@
+Normal rank
@@ Property / cites work @@
+A new extension of the FGM copula with an application in reliability
+Normal rank
@@ Property / cites work @@
+Some new parametric families of multivariate copulas
+Normal rank
@@ Property / cites work @@
+Multivariate copulas with quadratic sections in one variable
+Normal rank
@@ Property / cites work @@
+Construction of asymmetric multivariate copulas
@@ Property / cites work: Construction of asymmetric multivariate copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Assessing and Modeling Asymmetry in Bivariate Continuous Data
+Normal rank
@@ Property / cites work @@
+On two families of bivariate distributions with exponential marginals: aggregation and capital allocation
+Normal rank
@@ Property / cites work @@
+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
+Normal rank
@@ Property / cites work @@
+From Archimedean to Liouville copulas
@@ Property / cites work: From Archimedean to Liouville copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
+Normal rank
@@ Property / cites work @@
+Loss Models
@@ Property / cites work: Loss Models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+A Review on Phase-type Distributions and their Use in Risk Theory
+Normal rank
@@ Property / cites work @@
+Representation of multivariate Bernoulli distributions with a given set of specified moments
+Normal rank
@@ Property / cites work @@
+Model risk in credit risk
@@ Property / cites work: Model risk in credit risk / rank @@
+Normal rank
@@ Property / cites work @@
+Some representations of the multivariate Bernoulli and binomial distributions
+Normal rank
@@ Property / cites work @@
+Simulating Copulas
@@ Property / cites work: Simulating Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Effective estimation algorithm for parameters of multivariate Farlie-Gumbel-Morgenstern copula
+Normal rank
@@ Property / cites work @@
+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic orders in reliability and risk. In honor of Professor Moshe Shaked. Based on the talks presented at the international workshop on stochastic orders in reliability and risk management, SORR2011, Xiamen, China, June 27--29, 2011
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+Q5386484
@@ Property / cites work: Q5386484 / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate concordance
@@ Property / cites work: Multivariate concordance / rank @@
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+A Set of Efficient Methods to Generate High-Dimensional Binary Data With Specified Correlation Structures
+Normal rank
@@ Property / DOI @@
+.1016/J.JMVA.2023.105261
@@ Property / DOI: 10.1016/J.JMVA.2023.105261 / rank @@
+Normal rank