scientific article; zbMATH DE number 7640337

zbMath1502.60019MaRDI QIDQ5060551

Fabio L. Spizzichino

Publication date: 10 January 2023

Full work available at URL: https://dimie.unibas.it/site/home/info/documento3012462.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

reliabilitypositive dependenceconditional independenceportfolio credit riskHazard ratedefault contagionload-sharing model

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

Related Items (3)

Joint weak hazard rate order under non-symmetric copulas ⋮ Stochastic precedence and minima among dependent variables ⋮ Reliability, signature, and relative quality functions of systems under time‐homogeneous load‐sharing models

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