Marshall-Olkin type copulas generated by a global shock
type: Item
instance of: scholarly article
title: Marshall-Olkin type copulas generated by a global shock
zbMATH Open document ID: 1328.62305
author: Fabrizio Durante
author: Gildas Mazo
author: Stéphane Girard
published in: Journal of Computational and Applied Mathematics
publication date: 2015-12-21T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 6522840
zbMATH Keywords: copula
zbMATH Keywords: Marshall-Olkin distributions
zbMATH Keywords: shock models
describes a project that uses: CopulaModel
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.cam.2015.10.022
OpenAlex ID: W1943022412
cites work: A Multivariate Exponential Distribution
cites work: Simulating Copulas
cites work: Marshall-Olkin distributions -- advances in theory and applications. Selected papers based on the presentations at the conference, Bologna, Italy, October 2--3, 2013
cites work: Generalized Marshall-Olkin distributions and related bivariate aging properties
cites work: Multivariate distributions with proportional reversed hazard marginals
cites work: Multivariate generalized Marshall-Olkin distributions and copulas
cites work: On Marshall-Olkin type distribution with effect of shock magnitude
cites work: Copulas Based on Marshall–Olkin Machinery
cites work: Dependence Modeling with Copulas
cites work: An introduction to copulas.
cites work: Reliability and Risk
cites work: Inequalities: theory of majorization and its applications
cites work: Construction of asymmetric multivariate copulas
cites work: Extended Marshall–Olkin Model and Its Dual Version
cites work: Multivariate hierarchical copulas with shocks
cites work: On a family of multivariate copulas for aggregation processes
cites work: Exchangeable exogenous shock models
cites work: A new class of symmetric bivariate copulas
cites work: Semilinear copulas
cites work: Q3704749
cites work: Erratum to ``Construction of asymmetric multivariate copulas''
cites work: A note on generalized inverses
cites work: Rectangular Patchwork for Bivariate Copulas and Tail Dependence
cites work: Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity
cites work: Distorted Copulas: Constructions and Tail Dependence
cites work: On the distortion of a copula and its margins
cites work: On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
cites work: Copulas, diagonals, and tail dependence
cites work: Q5253267
cites work: Assessing financial model risk
cites work: Worst case risk measurement: back to the future?
DOI: 10.1016/J.CAM.2015.10.022
description: scientific article; zbMATH DE number 6522840