The following pages link to Exchangeable exogenous shock models (Q265306):
Displaying 20 items.
- Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596) (← links)
- Two novel characterizations of self-decomposability on the half-line (Q521972) (← links)
- The deFinetti representation of generalised Marshall-Olkin sequences (Q828056) (← links)
- Marshall-Olkin type copulas generated by a global shock (Q898985) (← links)
- A probabilistic view on semilinear copulas (Q1999166) (← links)
- Risk attribution and interconnectedness in the EU via CDS data (Q2033695) (← links)
- Exact simulation of continuous max-id processes with applications to exchangeable max-id sequences (Q2101467) (← links)
- The infinite extendibility problem for exchangeable real-valued random vectors (Q2208476) (← links)
- Multivariate upper semilinear copulas (Q2279699) (← links)
- A family of transformed copulas with a singular component (Q2328788) (← links)
- Exogenous shock models: analytical characterization and probabilistic construction (Q2338099) (← links)
- The fundamental theorem of mutual insurance (Q2364020) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- Extreme generators of shock induced copulas (Q2671860) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Fitting Nonstationary Cox Processes: An Application to Fire Insurance Data (Q5165007) (← links)
- Copulas Based on Marshall–Olkin Machinery (Q5272896) (← links)
- Extreme semilinear copulas (Q6057894) (← links)
- A generalization of Archimedean and Marshall-Olkin copulas family (Q6081874) (← links)
