Shock models with recovery option via the maxmin copulas
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Publication:1699338
DOI10.1016/J.FSS.2014.11.006zbMATH Open1383.62163OpenAlexW2065693425MaRDI QIDQ1699338FDOQ1699338
Authors: M. Omladič, Nina Ružić 
Publication date: 19 February 2018
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2014.11.006
Recommendations
Reliability and life testing (62N05) Theory of fuzzy sets, etc. (03E72) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cited In (13)
- On some properties of reflected maxmin copulas
- Singular components of shock model copulas
- Non-exchangeability of copulas arising from shock models
- Shock models with dependence and asymmetric linkages
- Reflected maxmin copulas and modeling quadrant subindependence
- Marshall-Olkin type copulas generated by a global shock
- A generalization of Archimedean and Marshall-Olkin copulas family
- A family of transformed copulas with a singular component
- Extreme generators of shock induced copulas
- Constructing copulas from shock models with imprecise distributions
- Asymmetric linkages: maxmin vs. reflected maxmin copulas
- Some multivariate imprecise shock model copulas
- Copulas based on Marshall-Olkin machinery
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