A probabilistic view on semilinear copulas

DOI10.1016/J.INS.2019.09.069MaRDI QIDQ1999166zbMATHOpenAlexWikidataFDO

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

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)

Recommendations

• Multivariate upper semilinear copulas
• Semilinear copulas
• Asymmetric semilinear copulas
• Extreme semilinear copulas
• Focal copulas: a common framework for various classes of semilinear copulas

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Cited in

(7)

• Extreme generators of shock induced copulas
• Semi-copulas, capacities and families of level sets
• Multivariate copulas with given values at two arbitrary points
• Extreme semilinear copulas
• Focal copulas: a common framework for various classes of semilinear copulas
• scientific article; zbMATH DE number 49905 (Why is no real title available?)
• Multivariate upper semilinear copulas

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