An Application of Copulas to Accident Precursor Analysis

DOI10.1287/MNSC.44.12.S257zbMath0989.91536OpenAlexW2108305342MaRDI QIDQ2784112

Vicki M. Bier, Woojune Yi

Publication date: 17 April 2002

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.44.12.s257

zbMATH Keywords

Bayesian analysisrisk analysiscopulasdependenciesaccident precursors

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10)

Related Items (7)

Statistical dependence through common risk factors: With applications in uncertainty analysis ⋮ Constructing copula functions with weighted geometric means ⋮ OR/MS research in disaster operations management ⋮ The net Bayes premium with dependence between the risk profiles ⋮ Supplier default dependencies: empirical evidence from the automotive industry ⋮ Using copulas to model repeat purchase behaviour - an exploratory analysis via a case study ⋮ A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model

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