Singular components of shock model copulas
DOI10.1016/J.CAM.2021.113749zbMATH Open1473.62161OpenAlexW3190162311MaRDI QIDQ2229937FDOQ2229937
Authors: M. Omladič, T. Košir 
Publication date: 17 September 2021
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2021.113749
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copulasurvival analysisdependence conceptsshock modelstransformations of distribution functionsmax and min copulas
Probability distributions: general theory (60E05) Reliability and life testing (62N05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)
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Cited In (16)
- On some properties of reflected maxmin copulas
- Non-exchangeability of copulas arising from shock models
- On the singular components of a copula
- Shock models with dependence and asymmetric linkages
- Singular shocks: retrospective and prospective
- Multivariate hierarchical copulas with shocks
- Reflected maxmin copulas and modeling quadrant subindependence
- Parameterized transformations and truncation: when is the result a copula?
- Singular mixture copulas
- Marshall-Olkin type copulas generated by a global shock
- Extreme generators of shock induced copulas
- Asymmetric linkages: maxmin vs. reflected maxmin copulas
- Some multivariate imprecise shock model copulas
- Some extensions of singular mixture copulas
- Shock models with recovery option via the maxmin copulas
- A typical copula is singular
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