Tail Dependence Comparison of Survival Marshall–Olkin Copulas

JOURNAL ARTICLE published March 2008 in Methodology and Computing in Applied Probability

Authors: Haijun Li

Multivariate Generalized Marshall–Olkin Distributions and Copulas

JOURNAL ARTICLE published March 2014 in Methodology and Computing in Applied Probability

Authors: Jianhua Lin | Xiaohu Li

Operator Tail Dependence of Copulas

JOURNAL ARTICLE published September 2018 in Methodology and Computing in Applied Probability

Authors: Haijun Li

Archimedean-based Marshall-Olkin Distributions and Related Dependence Structures

JOURNAL ARTICLE published March 2018 in Methodology and Computing in Applied Probability

Authors: Sabrina Mulinacci

A Marshall-Olkin Type Multivariate Model with Underlying Dependent Shocks

JOURNAL ARTICLE published December 2022 in Methodology and Computing in Applied Probability

Authors: Sabrina Mulinacci

Bivariate Issues in Leader Election Algorithms with Marshall-Olkin Limit Distribution

JOURNAL ARTICLE published June 2016 in Methodology and Computing in Applied Probability

Authors: Cheng Zhang | Hosam Mahmoud

Weak Convergence of the Empirical Mean Excess Process with Application to Estimate the Negative Tail Index

JOURNAL ARTICLE published December 2008 in Methodology and Computing in Applied Probability

Authors: Jürg Hüsler | Deyuan Li

Distributional Bounds for Portfolio Risk with Tail Dependence

JOURNAL ARTICLE published September 2015 in Methodology and Computing in Applied Probability

Authors: Kunio So | Junichi Imai

Tail Dependence Functions of Two Classes of Bivariate Skew Distributions

JOURNAL ARTICLE published March 2023 in Methodology and Computing in Applied Probability

Authors: Xin Lao | Zuoxiang Peng | Saralees Nadarajah

Tail Risk of Multivariate Regular Variation

JOURNAL ARTICLE published December 2011 in Methodology and Computing in Applied Probability

Authors: Harry Joe | Haijun Li

The Gumbel-Marshall-Olkin distribution

BOOK CHAPTER published 2017 in Copulas and Dependence Models with Applications

Authors: Umberto Cherubini | Sabrina Mulinacci

Asymptotics of Sum of Heavy-tailed Risks with Copulas

JOURNAL ARTICLE published December 2023 in Methodology and Computing in Applied Probability

Research funded by Natural Sciences and Engineering Research Council of Canada (04242)

Authors: Fan Yang | Yi Zhang

Multivariate Hierarchical Copulas with Shocks

JOURNAL ARTICLE published December 2010 in Methodology and Computing in Applied Probability

Authors: Fabrizio Durante | Marius Hofert | Matthias Scherer

Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence

JOURNAL ARTICLE published 28 May 2008 in Communications in Statistics - Theory and Methods

Authors: Haijun Li

Life Anuities with Stochastic Survival Probabilities: A Review

JOURNAL ARTICLE published September 2009 in Methodology and Computing in Applied Probability

Authors: Michel Denuit

Approximations of Copulas via Transformed Moments

JOURNAL ARTICLE published December 2022 in Methodology and Computing in Applied Probability

Authors: Robert M. Mnatsakanov | Hansjoerg Albrecher | Stephane Loisel

Approximating Perpetuities

JOURNAL ARTICLE published December 2008 in Methodology and Computing in Applied Probability

Authors: Margarete Knape | Ralph Neininger

Two Queues with Weighted One-Way Overflow

JOURNAL ARTICLE published December 2008 in Methodology and Computing in Applied Probability

Authors: Peter Sendfeld

Two Queues with Weighted One-Way Overflow

JOURNAL ARTICLE published December 2008 in Methodology and Computing in Applied Probability

Authors: Peter Sendfeld

Stochastic Comparison of Age-Dependent Block Replacement Policies

JOURNAL ARTICLE published December 2005 in Methodology and Computing in Applied Probability

Authors: Haijun Li