An Application of Copulas to Accident Precursor Analysis
From MaRDI portal
Publication:2784112
DOI10.1287/mnsc.44.12.S257zbMath0989.91536MaRDI QIDQ2784112
Publication date: 17 April 2002
Published in: Management Science (Search for Journal in Brave)
62C10: Bayesian problems; characterization of Bayes procedures
Related Items
A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model, The net Bayes premium with dependence between the risk profiles, Constructing copula functions with weighted geometric means, Supplier default dependencies: empirical evidence from the automotive industry, Using copulas to model repeat purchase behaviour - an exploratory analysis via a case study, Statistical dependence through common risk factors: With applications in uncertainty analysis, OR/MS research in disaster operations management