Singular components of shock model copulas (Q2229937): Difference between revisions

@@ Property / describes a project that uses @@
+CopulaModel
@@ Property / describes a project that uses: CopulaModel / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+Mathematica
@@ Property / describes a project that uses: Mathematica / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2021.113749
+Normal rank
@@ Property / OpenAlex ID @@
+W3190162311
@@ Property / OpenAlex ID: W3190162311 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
+Normal rank
@@ Property / cites work @@
+Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10--11, 2012
+Normal rank
@@ Property / cites work @@
+AGING FUNCTIONS AND MULTIVARIATE NOTIONS OF NBU AND IFR
+Normal rank
@@ Property / cites work @@
+Stochastic ordering properties for systems with dependent identically distributed components
+Normal rank
@@ Property / cites work @@
+Comparisons of series and parallel systems with components sharing the same copula
+Normal rank
@@ Property / cites work @@
+Simulating Copulas
@@ Property / cites work: Simulating Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Simulating from the Copula that Generates the Maximal Probability for a Joint Default Under Given (Inhomogeneous) Marginals
+Normal rank
@@ Property / cites work @@
+A Multivariate Exponential Distribution
@@ Property / cites work: A Multivariate Exponential Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the notion of singular copula
@@ Property / cites work: A note on the notion of singular copula / rank @@
+Normal rank
@@ Property / cites work @@
+On the singular components of a copula
@@ Property / cites work: On the singular components of a copula / rank @@
+Normal rank
@@ Property / cites work @@
+A typical copula is singular
@@ Property / cites work: A typical copula is singular / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence Modeling with Copulas
@@ Property / cites work: Dependence Modeling with Copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Shock models with recovery option via the maxmin copulas
+Normal rank
@@ Property / cites work @@
+Reflected maxmin copulas and modeling quadrant subindependence
+Normal rank
@@ Property / cites work @@
+Copulas Based on Marshall–Olkin Machinery
@@ Property / cites work: Copulas Based on Marshall–Olkin Machinery / rank @@
+Normal rank
@@ Property / cites work @@
+Marshall-Olkin type copulas generated by a global shock
+Normal rank
@@ Property / cites work @@
+Shock models with dependence and asymmetric linkages
+Normal rank
@@ Property / cites work @@
+On some properties of reflected maxmin copulas
@@ Property / cites work: On some properties of reflected maxmin copulas / rank @@
+Normal rank
@@ Property / cites work @@
+Non-exchangeability of copulas arising from shock models
+Normal rank
@@ Property / cites work @@
+Asymmetric linkages: maxmin vs. reflected maxmin copulas
+Normal rank
@@ Property / cites work @@
+Generalized Marshall-Olkin distributions and related bivariate aging properties
+Normal rank
@@ Property / cites work @@
+Archimedean-based Marshall-Olkin distributions and related dependence structures
+Normal rank
@@ Property / cites work @@
+Semilinear copulas
@@ Property / cites work: Semilinear copulas / rank @@
+Normal rank