Marshall-Olkin type copulas generated by a global shock
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Cites work
- scientific article; zbMATH DE number 3932217 (Why is no real title available?)
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Cited in
(14)- Singular components of shock model copulas
- Transformation of a copula using the associated co-copula
- Shock models with dependence and asymmetric linkages
- Copulae: an overview and recent developments
- Multivariate hierarchical copulas with shocks
- Reflected maxmin copulas and modeling quadrant subindependence
- Extreme semilinear copulas
- Parameterized transformations and truncation: when is the result a copula?
- Reliability analysis under Marshall-Olkin run shock model
- Extreme generators of shock induced copulas
- Constructing copulas from shock models with imprecise distributions
- Asymmetric linkages: maxmin vs. reflected maxmin copulas
- Some multivariate imprecise shock model copulas
- Shock models with recovery option via the maxmin copulas
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