Singular components of shock model copulas (Q2229937)

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Singular components of shock model copulas
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    title
    Singular components of shock model copulas (English)
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    author
    Matjaž Omladič
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    Tomasž Košir
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    publication date
    17 September 2021
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    Mathematics Subject Classification ID
    62H05
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    62N05
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    60E05
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    60E15
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    zbMATH DE Number
    7396407
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    zbMATH Keywords
    copula
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    dependence concepts
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    max and min copulas
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    transformations of distribution functions
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    survival analysis
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    shock models
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