The following pages link to CopulaModel (Q55791):
Displaying 50 items.
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks (Q2350045) (← links)
- Building bridges between mathematics, insurance and finance. An interview with Paul Embrechts (Q2351199) (← links)
- On the construction of low-parametric families of min-stable multivariate exponential distributions in large dimensions (Q2351200) (← links)
- Quasi-random numbers for copula models (Q2361476) (← links)
- A bivariate failure time model with random shocks and mixed effects (Q2374398) (← links)
- Shock models with dependence and asymmetric linkages (Q2398074) (← links)
- On the size of the class of bivariate extreme-value copulas with a fixed value of Spearman's rho or Kendall's tau (Q2414784) (← links)
- Relative ageing of series and parallel systems: effects of dependence and heterogeneity among components (Q2417106) (← links)
- Model robust inference with two-stage maximum likelihood estimation for copulas (Q2418525) (← links)
- Tail densities of skew-elliptical distributions (Q2418530) (← links)
- A dependent frequency-severity approach to modeling longitudinal insurance claims (Q2421404) (← links)
- Collective risk models with dependence (Q2421408) (← links)
- Multivariate dependence among cyber risks based on \(L\)-hop propagation (Q2665874) (← links)
- Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
- Measuring the bullwhip effect with market competition among retailers: a simulation study (Q2668771) (← links)
- Extreme generators of shock induced copulas (Q2671860) (← links)
- Predicting times to event based on vine copula models (Q2674484) (← links)
- Frequency-severity experience rating based on latent Markovian risk profiles (Q2682996) (← links)
- A convenient infinite dimensional framework for generative adversarial learning (Q2683193) (← links)
- Dependence modeling of frequency-severity of insurance claims using waiting time (Q2685512) (← links)
- A multivariate frequency-severity framework for healthcare data breaches (Q2686030) (← links)
- A spectral surrogate model for stochastic simulators computed from trajectory samples (Q2686878) (← links)
- On universal \(K_C\)-integrals (Q2695972) (← links)
- Estimating the Probability that a Function Observed with Noise Is Convex (Q3386772) (← links)
- The bivariate <i>K</i>-finite normal mixture ‘blanket’ copula (Q3390622) (← links)
- Bayesian Inference for the One-Factor Copula Model (Q3391192) (← links)
- Multivariate geometric expectiles (Q4583625) (← links)
- ON THE FUZZY SET THEORY AND AGGREGATION FUNCTIONS: HISTORY AND SOME RECENT ADVANCES (Q4626604) (← links)
- Multivariate multiple test procedures based on nonparametric copula estimation (Q4626706) (← links)
- Marshall–Olkin Laplace transform copulas of multivariate gamma distributions (Q4638733) (← links)
- Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
- Factor Copula Models for Replicated Spatial Data (Q4690973) (← links)
- On the dependence structure between S&P500, VIX and implicit Interexpectile Differences (Q4957243) (← links)
- Multivariate modelling of spatial extremes based on copulas (Q4960693) (← links)
- Maximum likelihood estimation of skew-<i>t</i> copulas with its applications to stock returns (Q4960698) (← links)
- Bounds for the Clayton copula (Q4968126) (← links)
- Modelling count data via copulas (Q4987237) (← links)
- Asymptotics for ultimate ruin probability in a by-claim risk model (Q4993830) (← links)
- A Distributed and Integrated Method of Moments for High-Dimensional Correlated Data Analysis (Q4999158) (← links)
- (Q5011444) (← links)
- On Fitting Dependent Nonhomogeneous Loss Models to Unearned Premium Risk (Q5027906) (← links)
- Estimation of bivariate probability distributions of nanoparticle characteristics, based on univariate measurements (Q5035861) (← links)
- Modeling multivariate cybersecurity risks (Q5036346) (← links)
- Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response (Q5036838) (← links)
- Copula diagnostics for asymmetries and conditional dependence (Q5037090) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- PERFORMANCE OF PROGNOSIS INDICATORS FOR SUPERIMPOSED RENEWAL PROCESSES (Q5051153) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Quasi-Random Sampling for Multivariate Distributions via Generative Neural Networks (Q5066450) (← links)
- MULTIVARIATE COMPOSITE COPULAS (Q5067887) (← links)
