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A new bivariate Poisson common shock model covering all possible degrees of dependence - MaRDI portal

A new bivariate Poisson common shock model covering all possible degrees of dependence (Q1644209)

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scientific article; zbMATH DE number 6892625
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English
A new bivariate Poisson common shock model covering all possible degrees of dependence
scientific article; zbMATH DE number 6892625

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    A new bivariate Poisson common shock model covering all possible degrees of dependence (English)
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    21 June 2018
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    bivariate count data
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    common shock variable
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    comonotonicity
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    correlation
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    counter-monotonicity
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    positive quadrant dependence
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