Shock models with recovery option via the maxmin copulas

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

zbMATH Keywords

copulasurvival analysisfuzzy setdependence concepts

Mathematics Subject Classification ID

Reliability and life testing (62N05) Theory of fuzzy sets, etc. (03E72) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Singular components of shock model copulas
• Shock models with dependence and asymmetric linkages
• Marshall-Olkin type copulas generated by a global shock
• Reflected maxmin copulas and modeling quadrant subindependence
• Asymmetric linkages: maxmin vs. reflected maxmin copulas

Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 5080942 (Why is no real title available?)
• scientific article; zbMATH DE number 1324450 (Why is no real title available?)
• scientific article; zbMATH DE number 2031002 (Why is no real title available?)
• scientific article; zbMATH DE number 1862734 (Why is no real title available?)
• A Multivariate Exponential Distribution
• A characterization of quasi-copulas
• A continuous general multivariate distribution and its properties
• A copula-based family of fuzzy implication operators
• A new class of bivariate copulas.
• A new extension of bivariate FGM copulas
• An introduction to copulas.
• Bell-type inequalities for quasi-copulas
• Bivariate copulas generated by perturbations
• COPULAS WITH GIVEN DIAGONAL SECTIONS: NOVEL CONSTRUCTIONS AND APPLICATIONS
• Common Poisson Shock Models: Applications to Insurance and Credit Risk Modelling
• Conjunctors and their residual implicators: characterizations and construction methods
• Meta-theorems on inequalities for scalar fuzzy set cardinalities
• Multivariate generalized Marshall-Olkin distributions and copulas
• Multivariate hierarchical copulas with shocks
• New constructions of diagonal patchwork copulas
• On copulas, quasicopulas and fuzzy logic
• On some construction methods for bivariate copulas
• On special fuzzy implications
• On the characterization of a class of binary operations on distribution functions
• On the construction of copulas and quasi-copulas with given diagonal sections
• Probabilistic implications
• Semilinear copulas
• Transitivity frameworks for reciprocal relations: cycle-transitivity versus \(FG\)-transitivity

Cited in

(13)

• Extreme generators of shock induced copulas
• Singular components of shock model copulas
• Asymmetric linkages: maxmin vs. reflected maxmin copulas
• Non-exchangeability of copulas arising from shock models
• A generalization of Archimedean and Marshall-Olkin copulas family
• Constructing copulas from shock models with imprecise distributions
• Reflected maxmin copulas and modeling quadrant subindependence
• Marshall-Olkin type copulas generated by a global shock
• Shock models with dependence and asymmetric linkages
• A family of transformed copulas with a singular component
• On some properties of reflected maxmin copulas
• Copulas based on Marshall-Olkin machinery
• Some multivariate imprecise shock model copulas

This page was built for publication: Shock models with recovery option via the maxmin copulas

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1699338)