Zobrazeno 1 - 10
of 335
pro vyhledávání: '"Clayton copula"'
Publikováno v:
Statistika: Statistics and Economy Journal, Vol 104, Iss 3, Pp 320-335 (2024)
Our aim in this paper is to show the use of survival Clayton copula as a suitable tool for modelling risk dependencies in insurance. Apurpose-built simulation of an adequate upper tail dependence can be an important part of the aggregation of risks i
Externí odkaz:
https://doaj.org/article/179c4c4fdb594321ac67fa647738e558
Publikováno v:
AppliedMath, Vol 4, Iss 2, Pp 641-665 (2024)
We develop a framework for creating distortion functions that are used to construct new bivariate copulas. It is achieved by transforming non-negative random variables with Lomax-related distributions. In this paper, we apply the distortions to the b
Externí odkaz:
https://doaj.org/article/40e84b71b1ff4259adcf7834519e847e
Autor:
Ioannis S. Triantafyllou
Publikováno v:
Stats, Vol 6, Iss 4, Pp 1114-1125 (2023)
It is evident that several real-life applications, such as telecommunication systems, call for the establishment of consecutive-type networks. Moreover, some of them require more complex connectors than the ones that exist already in the literature.
Externí odkaz:
https://doaj.org/article/057cf5bb426a45babf72c91245c6f93f
Publikováno v:
Mathematics and Modeling in Finance, Vol 3, Iss 1, Pp 119-135 (2023)
The purpose of this study is to investigate the effects and risk spillover from the global crude oil market on Tehran Stock Exchange Oil Group. For this purpose, we used a combination of copula models and switching models in this research. First, we
Externí odkaz:
https://doaj.org/article/7754f8ec74e349e7acef0ad0aae24501
Publikováno v:
Mathematics, Vol 12, Iss 12, p 1774 (2024)
Copula models are increasingly recognized for their ability to capture complex dependencies among random variables. In this study, we introduce three innovative bivariate models utilizing copula functions: the XLindley (XL) distribution with Frank, G
Externí odkaz:
https://doaj.org/article/a285a786d5c542fbb7c50702a56ee38e
Publikováno v:
International Journal of Women's Health, Vol Volume 15, Pp 1295-1304 (2023)
Firomsa Shewa Gari, Tashome Fenta Biru, Selamawit Endale Gurmu Department of Statistics, Assosa University, Assosa, EthiopiaCorrespondence: Firomsa Shewa Gari, Tel +251912114186, Email firomsashewa.stat@yahoo.comBackground: Worldwide, there were 12.7
Externí odkaz:
https://doaj.org/article/5e9d0bfa9a2c448ebfaa39f9ef7acd42
Publikováno v:
Risks, Vol 12, Iss 5, p 83 (2024)
In this research, we consider cyber risk in insurance using a quantum approach, with a focus on the differences between reported cyber claims and the number of cyber attacks that caused them. Unlike the traditional probabilistic approach, quantum mod
Externí odkaz:
https://doaj.org/article/66180fed10cc4f60832e0132cdeb5f55
Publikováno v:
Iranian Journal of Finance, Vol 7, Iss 1, Pp 1-20 (2023)
Examining the importance and influence of financial market companies is one of the main issues in the field of financial management because sometimes the collapse of a stock exchange company can affect an entire financial market. One systematic way t
Externí odkaz:
https://doaj.org/article/98d5b5a4183140fea22b8a1740bf7ebd
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.