Pages that link to "Item:Q1293821"
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The following pages link to Fitting bivariate loss distributions with copulas (Q1293821):
Displayed 50 items.
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Goodness-of-fit tests for copulas: A review and a power study (Q127473) (← links)
- Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
- The impact of order flow on the foreign exchange market: a copula approach (Q633820) (← links)
- A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014) (← links)
- A goodness-of-fit test for bivariate extreme-value copulas (Q637100) (← links)
- Estimating copula densities, using model selection techniques (Q659123) (← links)
- Applying copula models to individual claim loss reserving methods (Q659223) (← links)
- Archimedean copula estimation and model selection via \(l_1\)-norm symmetric distribution (Q659243) (← links)
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372) (← links)
- Asymptotic results for the sum of dependent non-identically distributed random variables (Q835684) (← links)
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls (Q882478) (← links)
- Fitting bivariate cumulative returns with copulas (Q956837) (← links)
- On the construction of copulas and quasi-copulas with given diagonal sections (Q998258) (← links)
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market (Q1010475) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Estimating copula densities through wavelets (Q1017760) (← links)
- Impact of dependence among multiple claims in a single loss (Q1584517) (← links)
- Fitting the Erlang mixture model to data via a GEM-CMM algorithm (Q1643834) (← links)
- On a bivariate copula with both upper and lower full-range tail dependence (Q1681193) (← links)
- On the recovery of joint distributions from limited information (Q1858943) (← links)
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
- Total loss estimation using copula-based regression models (Q2015655) (← links)
- Estimation of multivariate generalized gamma convolutions through Laguerre expansions (Q2074286) (← links)
- A new family of Archimedean copulas: the truncated-Poisson family of copulas (Q2089394) (← links)
- Stress-strength reliability with dependent variables based on copula function (Q2171252) (← links)
- Mixture modeling of data with multiple partial right-censoring levels (Q2201324) (← links)
- Stochastic comparison of lifetimes of two \((n - k + 1)\)-out-of-\(n\) systems with heterogeneous dependent components (Q2252898) (← links)
- Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
- Bias-reduced estimators for bivariate tail modelling (Q2276254) (← links)
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management (Q2323201) (← links)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach (Q2330490) (← links)
- Modeling loss data using composite models (Q2347105) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Multivariate longitudinal modeling of insurance company expenses (Q2444721) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- Modified Gaussian pseudo-copula: applications in insurance and finance (Q2446010) (← links)
- Robust and bias-corrected estimation of the coefficient of tail dependence (Q2513439) (← links)
- On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity (Q2666967) (← links)
- Construction of leading economic index for recession prediction using vine copulas (Q2700564) (← links)
- Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis (Q2828717) (← links)
- On the distortion of a copula and its margins (Q2866292) (← links)
- Fitting bivariate losses with phase-type distributions (Q2868608) (← links)
- Jackknife empirical likelihood for parametric copulas (Q2868611) (← links)
- Measurement of aggregate risk with copulas (Q3367416) (← links)
- Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation (Q3411078) (← links)
- Goodness-of-fit tests for parametric families of Archimedean copulas (Q3498559) (← links)
- A bivariate model of claim frequencies and severities (Q3592629) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence (Q3651428) (← links)