Pages that link to "Item:Q834372"
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The following pages link to Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions (Q834372):
Displaying 50 items.
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Non-exchangeable copulas and multivariate total positivity (Q2279694) (← links)
- Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models (Q2282728) (← links)
- Extremal dependence of random scale constructions (Q2283053) (← links)
- A note on bivariate Archimax copulas (Q2283646) (← links)
- A multivariate version of Williamson's theorem, \(\ell^1\)-symmetric survival functions, and generalized Archimedean copulas (Q2283655) (← links)
- On stochastic comparisons of series systems with heterogeneous dependent and independent location-scale family distributed components (Q2294527) (← links)
- Bivariate distributions with ordered marginals (Q2306272) (← links)
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions (Q2315256) (← links)
- Ruin probability for the bi-seasonal discrete time risk model with dependent claims (Q2326535) (← links)
- Likelihood ratio order of sample minimum from heterogeneous Weibull random variables (Q2343628) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Tail negative dependence and its applications for aggregate loss modeling (Q2347104) (← links)
- On an interaction function for copulas (Q2350043) (← links)
- Higher order tail densities of copulas and hidden regular variation (Q2350044) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Frank's condition for multivariate Archimedean copulas (Q2351622) (← links)
- Tail correlation functions of max-stable processes (Q2352977) (← links)
- On properties of progressively type-II censored order statistics arising from dependent and non-identical random variables (Q2360915) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- The unwalked path between quasi-copulas and copulas: stepping stones in higher dimensions (Q2374514) (← links)
- A moment-based test for extreme-value dependence (Q2392731) (← links)
- Multivariate intensity estimation via hyperbolic wavelet selection (Q2404408) (← links)
- On a generalization of Archimedean copula family (Q2407772) (← links)
- Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components (Q2417106) (← links)
- Multivariate discrete distributions via sums and shares (Q2418506) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Extreme value behavior of aggregate dependent risks (Q2427813) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
- Multivariate Archimax copulas (Q2438634) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- \(d\)-dimensional dependence functions and Archimax copulas (Q2445563) (← links)
- Distortions of multivariate distribution functions and associated level curves: applications in multivariate risk theory (Q2446001) (← links)
- A note on allocation of portfolio shares of random assets with Archimedean copula (Q2449393) (← links)
- Kendall's tau for hierarchical data (Q2451632) (← links)
- Ultramodularity and copulas (Q2453639) (← links)
- Optimal capital allocations to interdependent actuarial risks (Q2513446) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- Archimedean copulas derived from utility functions (Q2514623) (← links)
- Orderings of coherent systems with randomized dependent components (Q2629604) (← links)
- On sums of dependent random lifetimes under the time-transformed exponential model (Q2677121) (← links)
- Basis risk management and randomly scaled uncertainty (Q2682982) (← links)
- A Marshall-Olkin type multivariate model with underlying dependent shocks (Q2684922) (← links)
- Exchangeable min-id sequences: characterization, exponent measures and non-decreasing id-processes (Q2688196) (← links)
- Stochastic comparison of the second-largest order statistics from heterogeneous models (Q2691512) (← links)
- Vector copulas (Q2697978) (← links)
- HMM and HAC (Q2805807) (← links)
- Second-order regular variation inherited from Laplace–Stieltjes transforms (Q2816439) (← links)
- Convexity and optimization with copulæ structured probabilistic constraints (Q2817219) (← links)
- Copula-Based Models for Multivariate Discrete Response Data (Q2849533) (← links)
