A probabilistic view on semilinear copulas

DOI10.1016/J.INS.2019.09.069zbMATH Open1461.62060OpenAlexW2981362677WikidataQ127189601 ScholiaQ127189601MaRDI QIDQ1999166FDOQ1999166

Authors: Henrik Sloot, Matthias Scherer 

Publication date: 18 March 2021

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2019.09.069

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zbMATH Keywords

copulaexogenous shock modeldiagonal sectionMarshall-Olkin copulasurvival copulasemilinear copula

Mathematics Subject Classification ID

Reliability and life testing (62N05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cited In (6)

• Focal copulas: a common framework for various classes of semilinear copulas
• Extreme semilinear copulas
• Title not available (Why is that?)
• Extreme generators of shock induced copulas
• Multivariate copulas with given values at two arbitrary points
• Semi-copulas, capacities and families of level sets

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