Understanding Relationships Using Copulas
From MaRDI portal
Recommendations
Cites work
- scientific article; zbMATH DE number 997340 (Why is no real title available?)
- scientific article; zbMATH DE number 3136275 (Why is no real title available?)
- scientific article; zbMATH DE number 3870293 (Why is no real title available?)
- scientific article; zbMATH DE number 4072104 (Why is no real title available?)
- scientific article; zbMATH DE number 3677042 (Why is no real title available?)
- scientific article; zbMATH DE number 3789740 (Why is no real title available?)
- scientific article; zbMATH DE number 40987 (Why is no real title available?)
- scientific article; zbMATH DE number 41076 (Why is no real title available?)
- scientific article; zbMATH DE number 50707 (Why is no real title available?)
- scientific article; zbMATH DE number 52851 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 3393603 (Why is no real title available?)
- A Parametric Model for Cluster Correlated Categorical Data
- A large sample test for one parameter families of copulas
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An expert system to assist in generating and scheduling construction activities
- Characterization of fuzzy measures constructed by means of triangular norms
- Construction of fuzzy sigma-algebras using triangular norms
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Dependence Information in Parameterized Copulas
- Estimates of marginal survival for dependent competing risks based on an assumed copula
- Frank's family of bivariate distributions
- Inequalities for distributions with given marginals
- Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
- Life table methods for heterogeneous populations: Distributions describing the heterogeneity
- Linkages: A tool for the construction of multivariate distributions with given nonoverlapping multivariate marginals
- Multivariate distributions from mixtures of max-infinitely divisible distributions
- Multivariate survival distributions
- On nonparametric measures of dependence for random variables
- On the monotone regression dependence for archimedian bivariate uniform
- On the simultaneous associativity of F(x,y) and x+y-F(x,y)
- Ordering of risks: a review
- Parametric families of multivariate distributions with given margins
- Positive dependence orderings
- Properties of a one-parameter family of bivariate distributions with specified marginals
- Semiparametric estimation of association in a bivariate survival function
Cited in
(only showing first 100 items - show all)- scientific article; zbMATH DE number 7088128 (Why is no real title available?)
- Estimating a bivariate tail: a copula based approach
- A GLM approach to estimating copula models
- On the weak convergence and the uniform-in-bandwidth consistency of the general conditional U-processes based on the copula representation: multivariate setting
- Tail distortion risk and its asymptotic analysis
- Multivariate extreme value theory and its usefulness in understanding risk
- Comparison of estimators for pair-copula constructions
- In mixed company: Bayesian inference for bivariate conditional copula models with discrete and continuous outcomes
- Lambert W normal distribution: a viable extension for skew-normal?
- A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model
- Asymptotic analysis of the loss given default in the presence of multivariate regular variation
- Fitting bivariate cumulative returns with copulas
- Modelling the joint distribution of competing risks survival times using copula functions
- The beta skew \(t\) distribution and its properties
- Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management
- On the multidimensional extension of countermonotonicity and its applications
- Bayesian copula selection
- On the uniform-in-bandwidth consistency of the general conditional \(U\)-statistics based on the copula representation
- Do stock returns have an Archimedean copula?
- Knowledge Learning of Insurance Risks Using Dependence Models
- Investigation of the dependence structure in seismic hazard analysis: an application for Turkey
- Analysis of reserves in multiple life insurance using copula
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- A copula-based approach for estimating the survival functions of two alternating recurrent events
- Construction of Archimedean copulas using total time on test transforms
- Copula conditional tail expectation for multivariate financial risks
- scientific article; zbMATH DE number 7578257 (Why is no real title available?)
- The contribution of improved joint survival conditions to living standards: an equivalent consumption approach
- Test of symmetry based on copula function
- Non-parametric estimators of multivariate extreme dependence functions
- Modelling the differences in counted outcomes using bivariate copula models with application to mismeasured counts*
- Measures of non-exchangeability for bivariate random vectors
- Estimating copula densities, using model selection techniques
- Bayesian credibility premium with GB2 copulas
- Detecting and modeling critical dependence structures between random inputs of computer models
- On the Ghoudi, Khoudraji, and Rivest test for extreme-value dependence
- Dependence in a background risk model
- Mixture modeling of data with multiple partial right-censoring levels
- Total loss estimation using copula-based regression models
- Fitting bivariate loss distributions with copulas
- Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies
- scientific article; zbMATH DE number 7698718 (Why is no real title available?)
- Some new ratio-type copulas: theory and properties
- Recent advances in the elicitation of uncertainty distributions from experts for multinomial probabilities
- Robust and bias-corrected estimation of the coefficient of tail dependence
- Multivariate copula-based conditional quantiles: analytic higher-order moments and ratio estimation approaches
- A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas
- Income and democracy: a bivariate copula approach
- The net Bayes premium with dependence between the risk profiles
- A semiparametric maximum likelihood ratio test for the change point in copula models
- Lower tail dependence for Archimedean copulas: characterizations and pitfalls
- Aggregating risks with partial dependence information
- Measures of risk
- Distribution-free models for longitudinal count responses with overdispersion and structural zeros
- Impact of dependence among multiple claims in a single loss
- Estimating the VaR-induced Euler allocation rule
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model
- Estimating correlation from dichotomized normal variables
- Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
- Optimal designs for copula models
- Stochastic frontier models with dependent error components
- Positive quadrant dependence tests for copulas
- A new non-parametric test for testing positive quadrant dependence
- scientific article; zbMATH DE number 7642014 (Why is no real title available?)
- scientific article; zbMATH DE number 7578274 (Why is no real title available?)
- Some copula inference procedures adapted to the presence of ties
- Modified Gaussian pseudo-copula: applications in insurance and finance
- Kendall's tau and Spearman's rho for \(n\)-dimensional Archimedean copulas and their asymptotic properties
- An application of the Morgenstern family with standard two-sided power and gamma marginal distributions to the Bayes premium in the collective risk model
- Conditional expectation formulae for copulas
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
- Nonparametric universal copula modeling
- Estimating extreme bivariate quantile regions
- Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
- Inference in multivariate Archimedean copula models
- A Szekely-Rizzo inequality for testing general copula homogeneity hypotheses
- A goodness-of-fit test based on Bézier curve estimation of Kendall distribution
- Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring
- Copulæ: some mathematical aspects
- Local power analysis of goodness-of-fit tests for copulas
- A generalization of the Archimedean class of bivariate copulas
- A diagnostic test for specification of copulas under censorship
- Copula functions for residual dependency
- scientific article; zbMATH DE number 7660127 (Why is no real title available?)
- On the strong approximation of bootstrapped empirical copula processes with applications
- Fitting bivariate losses with phase-type distributions
- Ruin probability for heavy-tailed and dependent losses under reinsurance strategies
- Modeling gap times between recurrent events by marginal rate function
- Estimating the conditional tail expectation of randomly right-censored heavy-tailed data
- Semiparametric models of longitudinal and time-to-event data with applications to HIV viral dynamics and CD4 counts
- Compound unimodal distributions for insurance losses
- Estimators based on trimmed Kendall's tau in multivariate copula models
- Nonparametric estimation of copula regression models with discrete outcomes
- A Bayesian inference for time series via copula-based Markov chain models
- Generators of copulas and aggregation
- A compendium of copulas
- On a bivariate copula with both upper and lower full-range tail dependence
- An extension of Osuna's model for stress caused by waiting
- Continuous scaled phase-type distributions
- Fuzzy logic in insurance
This page was built for publication: Understanding Relationships Using Copulas
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5718270)
