Some alternative bivariate Kumaraswamy-type distributions via copula with application in risk management

DOI10.1080/15598608.2016.1215943zbMath1426.62153OpenAlexW2481208791MaRDI QIDQ2323201

Samik Ray, Indranil Ghosh

Publication date: 30 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2016.1215943

zbMATH Keywords

risk managementdependence structurebivariate Kumaraswamy distributionbivariate Kumaraswamy-type copula

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cites Work

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