An application of copulas to accident precursor analysis

DOI10.1287/MNSC.44.12.S257MaRDI QIDQ2784112zbMATH OpenOpenAlexFDO

Authors Woojune Yi, Vicki M. Bier

Publication date 17 April 2002

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.44.12.s257

zbMATH Keywords

accident precursorsBayesian analysiscopulasdependenciesrisk analysis

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

Recommendations

• Correlations and copulas for decision and risk analysis
• An introduction to copulas.
• Understanding Relationships Using Copulas
• scientific article; zbMATH DE number 7088128
• Introduction to Bayesian Estimation and Copula Models of Dependence

Cited in

(8)

• Supplier default dependencies: empirical evidence from the automotive industry
• Using copulas to model repeat purchase behaviour - an exploratory analysis via a case study
• Statistical dependence through common risk factors: With applications in uncertainty analysis
• Evaluation and prediction under hierarchical and bivariate copula models for seat belt use data
• OR/MS research in disaster operations management
• A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
• The net Bayes premium with dependence between the risk profiles
• Constructing copula functions with weighted geometric means

This page was built for publication: An application of copulas to accident precursor analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2784112)