Shock models with dependence and asymmetric linkages
From MaRDI portal
(Redirected from Publication:2398074)
Recommendations
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- A Multivariate Exponential Distribution
- A New Characterization of Bivariate Copulas
- A continuous general multivariate distribution and its properties
- A new class of symmetric bivariate copulas
- A note on the notion of singular copula
- An introduction to copulas.
- Assessing and Modeling Asymmetry in Bivariate Continuous Data
- Characterization of a Marshall-Olkin type class of distributions
- Conic aggregation functions
- Conjunctors and their residual implicators: characterizations and construction methods
- Construction of asymmetric multivariate copulas
- Construction of non-exchangeable bivariate distribution functions
- CopulaModel
- Copulas based on Marshall-Olkin machinery
- Dependence modeling with copulas
- Flipping and cyclic shifting of binary aggregation functions
- Graded dominance and related graded properties of fuzzy connectives
- Integrals based on monotone set functions
- Marshall-Olkin distributions -- advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2--3, 2013
- Marshall-Olkin type copulas generated by a global shock
- On a family of multivariate copulas for aggregation processes
- On the singular components of a copula
- Ortholinear and paralinear semi-copulas
- Paths and indices of maximal tail dependence
- Semilinear copulas
- Semiquadratic copulas based on horizontal and vertical interpolation
- Shock models with recovery option via the maxmin copulas
- Simulating from the copula that generates the maximal probability for a joint default under given (Inhomogeneous) marginals
- The role of generalized convexity in conic copula constructions
- Universal integrals based on copulas
Cited in
(14)- On some properties of reflected maxmin copulas
- Modeling systems with two dependent components under bivariate shock models
- Singular components of shock model copulas
- Non-exchangeability of copulas arising from shock models
- Multivariate hierarchical copulas with shocks
- Reflected maxmin copulas and modeling quadrant subindependence
- Marshall-Olkin type copulas generated by a global shock
- Extreme generators of shock induced copulas
- Constructing copulas from shock models with imprecise distributions
- Asymmetric linkages: maxmin vs. reflected maxmin copulas
- On structural properties of an asymmetric copula family and its statistical implication
- Some multivariate imprecise shock model copulas
- On history-dependent shock models
- Shock models with recovery option via the maxmin copulas
This page was built for publication: Shock models with dependence and asymmetric linkages
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2398074)
