Links between the incomplete gamma function and the independent and Gumbel copulas

DOI10.1155/2024/2695842MaRDI QIDQ6657731zbMATH OpenFDO

Authors Vini Yves Bernadin Loyara, Remi Guillaume Bagré, Frédéric Béré

Publication date 6 January 2025

Published in International Journal of Mathematics and Mathematical Sciences (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2024/2695842

zbMATH Keywords

copulasincomplete gamma function

Mathematics Subject Classification ID

Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20) Integral transforms of special functions (44A20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Recommendations

• Marshall-Olkin Laplace transform copulas of multivariate gamma distributions
• Generalized incomplete gamma functions with applications
• Products of incomplete gamma functions integral representations
• On an extension of generalized incomplete Gamma functions with applications
• scientific article; zbMATH DE number 7447348

Cites work

• An introduction to copulas. Properties and applications
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• Risk management: Value at risk and beyond
• Tails of multivariate Archimedean copulas
• Value-at-risk modeling with conditional copulas in Euclidean space framework

Cited in

(1)

• Applying Fisher's and student's laws in probability density function calculation methods

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