scientific article; zbMATH DE number 1854290

zbMATH Open1009.62011MaRDI QIDQ4789802FDOQ4789802

Authors: Samuel Kotz, Omer L. Gebizlioglu, Ismihan Bayramoglu 

Publication date: 14 April 2003

Title of this publication is not available (Why is that?)

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zbMATH Keywords

bivariate distributionscorrelation structureadmissible rangeFarlie-Gumbel-Morgenstern class of distributionsSarmanov class

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cited In (18)

• A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
• On the distribution of a sum of Sarmanov distributed random variables
• An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model
• Determination of dependency parameter in joint distribution of dependent risks by fuzzy approach
• On the evaluation of some multivariate compound distributions with Sarmanov's counting distribution
• Using fuzzy logic to interpret dependent risks
• Khinchin families and Hayman class
• On Maximum Attainable Correlation and Other Measures of Dependence for the Sarmanov Family of Bivariate Distributions
• Extropy and statistical features of dual generalized order statistics' concomitants arising from the sarmanov family
• On a class of bivariate mixed Sarmanov distributions
• Information measures in records and their concomitants arising from Sarmanov family of bivariate distributions
• A comprehensive extension of the FGM copula
• Maximum correlation for the generalized Sarmanov bivariate distributions
• On a general structure of the bivariate FGM type distributions.
• The generalized FGM distribution and its application to stereology of extremes.
• A note on the maximum correlation for Baker's bivariate distributions with fixed marginals
• Monotonicity of the (reversed) hazard rate of the (maximum) minimum in bivariate distribu\-tions
• Capital allocation for Sarmanov's class of distributions

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