The following pages link to Lévy-frailty copulas (Q1021855):
Displaying 42 items.
- Exchangeable exogenous shock models (Q265306) (← links)
- Markov multi-variate survival indicators for default simulation as a new characterization of the Marshall-Olkin law (Q277273) (← links)
- A flexible and tractable class of one-factor copulas (Q340843) (← links)
- Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences (Q376267) (← links)
- \(H\)-extendible copulas (Q443789) (← links)
- Extendibility of Marshall-Olkin distributions and inverse Pascal triangles (Q470359) (← links)
- Characterization of extendible distributions with exponential minima via processes that are infinitely divisible with respect to time (Q483517) (← links)
- A natural parametrization of multivariate distributions with limited memory (Q512017) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- Multivariate hierarchical copulas with shocks (Q607608) (← links)
- Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas (Q631606) (← links)
- New constructions of diagonal patchwork copulas (Q730929) (← links)
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay (Q828046) (← links)
- The deFinetti representation of generalised Marshall-Olkin sequences (Q828056) (← links)
- \textit{Within} and \textit{between} systemic country risk. Theory and evidence from the sovereign crisis in Europe (Q900389) (← links)
- \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711) (← links)
- Extreme-value copulas associated with the expected scaled maximum of independent random variables (Q1749979) (← links)
- Shot-noise driven multivariate default models (Q1936462) (← links)
- Moment-based estimation of extendible Marshall-Olkin copulas (Q1936667) (← links)
- Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications (Q1938497) (← links)
- Pricing industry loss warranties in a Lévy-Frailty framework (Q2010906) (← links)
- Limit distributions of the upper order statistics for the Lévy-frailty Marshall-Olkin distribution (Q2027091) (← links)
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
- A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences (Q2180264) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- A note on the Galambos copula and its associated Berstein function (Q2249910) (← links)
- Multivariate copulas with hairpin support (Q2252904) (← links)
- The Pickands representation of survival Marshall-Olkin copulas (Q2267613) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- A method for constructing higher-dimensional copulas (Q2892910) (← links)
- Reparameterizing Marshall–Olkin copulas with applications to sampling (Q3070622) (← links)
- Sampling Exchangeable and Hierarchical Marshall-Olkin Distributions (Q4921627) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Marshall–Olkin distributions, subordinators, efficient simulation, and applications to credit risk (Q5233178) (← links)
- Subordinators which are infinitely divisible w.r.t. time: Construction, properties, and simulation of max-stable sequences and infinitely divisible laws (Q5235487) (← links)
- A Survey of Dynamic Representations and Generalizations of the Marshall–Olkin Distribution (Q5272895) (← links)
- Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
- The Mean of Marshall–Olkin-Dependent Exponential Random Variables (Q5272897) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
- Implementing Markovian models for extendible Marshall-Olkin distributions (Q6160717) (← links)
