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Multivariate Distributions and Copulas

OTHER published 18 December 2013 in Mathematics and Statistics for Financial Risk Management

https://doi.org/10.1002/9781118819616.ch5 Actions

Multivariate measures of concordance

JOURNAL ARTICLE published 19 November 2007 in Annals of the Institute of Statistical Mathematics

Authors: M. D. Taylor

https://doi.org/10.1007/s10463-006-0076-2 Actions

Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity

JOURNAL ARTICLE published November 2013 in Insurance: Mathematics and Economics

Research funded by Ministerio de Ciencia e Innovación (Spain) (MTM2011-22394)

Authors: Fabrizio Durante | Juan Fernández Sánchez | Carlo Sempi

https://doi.org/10.1016/j.insmatheco.2013.10.010 Actions

A New Kernel Estimator of Copulas Based on Beta Quantile Transformations

JOURNAL ARTICLE published 11 May 2021 in Mathematics

Research funded by Spanish Ministry of Science and Innovation (PID2019-105986GB-C21) | Fundación BBVA (00000)

Authors: Catalina Bolancé | Carlos Alberto Acuña

https://doi.org/10.3390/math9101078 Actions

Discrete Symmetry Transformations of Third Order Ordinary Differential Equations and Applications

JOURNAL ARTICLE published 26 October 2020 in WSEAS TRANSACTIONS ON MATHEMATICS

Authors: Khudija Bibi | Tooba Feroze

https://doi.org/10.37394/23206.2020.19.54 Actions

A class of multivariate copulas with bivariate Fréchet marginal copulas

JOURNAL ARTICLE published August 2009 in Insurance: Mathematics and Economics

Authors: Jingping Yang | Yongcheng Qi | Ruodu Wang

https://doi.org/10.1016/j.insmatheco.2009.05.007 Actions

Diversity of Bivariate Concordance Measures

JOURNAL ARTICLE published 29 March 2022 in Mathematics

Research funded by Lietuvos Mokslo Taryba (S-MIP-20-16)

Authors: Martynas Manstavičius

https://doi.org/10.3390/math10071103 Actions

Some results on multivariate measures of elliptical and skew-elliptical distributions: higher-order moments, skewness and kurtosis

JOURNAL ARTICLE published 2023 in AIMS Mathematics

Authors: Xueying Yu | Chuancun Yin

https://doi.org/10.3934/math.2023370 Actions

Multivariate copulas on the MCUSUM control chart

JOURNAL ARTICLE published 1 January 2017 in Cogent Mathematics

Research funded by King Mongkut's University of Technology North Bangkok (KMUTNB-ART-60-52)

Authors: Saowanit Sukparungsee | Sasigarn Kuvattana | Piyapatr Busababodhin | Yupaporn Areepong

Editors: Zudi Lu

https://doi.org/10.1080/23311835.2017.1342318 Actions

Measures of concordance determined byD4-invariant copulas

JOURNAL ARTICLE published 2004 in International Journal of Mathematics and Mathematical Sciences

Authors: H. H. Edwards | P. Mikusiński | M. D. Taylor

https://doi.org/10.1155/s016117120440355x Actions

Tail dependence for multivariate t -copulas and its monotonicity

JOURNAL ARTICLE published April 2008 in Insurance: Mathematics and Economics

Authors: Yin Chan | Haijun Li

https://doi.org/10.1016/j.insmatheco.2007.08.008 Actions

On multivariate countermonotonic copulas and their actuarial application

JOURNAL ARTICLE published July 2016 in Lobachevskii Journal of Mathematics

Authors: Bangwon Ko | Jae Youn Ahn

https://doi.org/10.1134/s199508021604003x Actions

Hierarchical Archimedean copulas through multivariate compound distributions

JOURNAL ARTICLE published September 2017 in Insurance: Mathematics and Economics

Research funded by Natural Sciences and Engineering Research Council of Canada (054993,053934) | Chaire en actuariat de l’Université Laval (FO502323)

Authors: Hélène Cossette | Simon-Pierre Gadoury | Étienne Marceau | Itre Mtalai

https://doi.org/10.1016/j.insmatheco.2017.06.001 Actions

Construction of Bivariate Copulas on a Multivariate Exponentially Weighted Moving Average Control Chart

JOURNAL ARTICLE published September 2020 in Mathematics and Statistics

Authors: Sirasak Sasiwannapong | Saowanit Sukparungsee | Piyapatr Busababodhin | Yupaporn Areepong

https://doi.org/10.13189/ms.2020.080504 Actions

Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas

JOURNAL ARTICLE published March 2011 in Insurance: Mathematics and Economics

Authors: Geon Ho Choe | Hyun Jin Jang

https://doi.org/10.1016/j.insmatheco.2010.10.006 Actions

5th-Order Multivariate Edgeworth Expansions for Parametric Estimates

JOURNAL ARTICLE published 19 March 2024 in Mathematics

Authors: C. S. Withers

https://doi.org/10.3390/math12060905 Actions

Appendix F: Copulas

OTHER published 18 December 2013 in Mathematics and Statistics for Financial Risk Management

https://doi.org/10.1002/9781118819616.app6 Actions

On the invariant properties of notions of positive dependence and copulas under increasing transformations

JOURNAL ARTICLE published January 2012 in Insurance: Mathematics and Economics

Authors: Jun Cai | Wei Wei

https://doi.org/10.1016/j.insmatheco.2011.10.003 Actions

A Note on Four-Dimensional Symmetry Algebras and Fourth-Order Ordinary Differential Equations

JOURNAL ARTICLE published 2013 in Journal of Applied Mathematics

Authors: A. Fatima | Muhammad Ayub | F. M. Mahomed

https://doi.org/10.1155/2013/848163 Actions

Stochastic Order for a Multivariate Uniform Distributions Family

JOURNAL ARTICLE published 23 August 2020 in Mathematics

Authors: Luigi-Ionut Catana | Anisoara Raducan

https://doi.org/10.3390/math8091410 Actions
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