FMF, Mathematical Library, Lj. (MAKLJ)
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Shock models with recovery option via the maxmin copulasOmladič, Matjaž ; Ružić, Nina, 1986-Vse od Sklarovega izreka iz leta 1959 so kopule eno izmed glavnih orodij modeliranja odvisnosti slučajnih spremenljivk. Ker so kopule uporabne v različnih področjih uporabne matematike, na primer v ... finančni matematiki, teoriji sistemov in mehki teoriji množic, narašča potreba po novih družinah kopul, ki bi lahko služile kot primerni modeli v teh aplikacijah. V članku konstruiramo novo družino kopul, ki izhaja iz podobnega verjetnostnega modela kot Mashallove kopule (te so razširitev Marshall-Olkinovih kopul), ki so značilne za modeliranje življenske dobe dvokomponentnega sistema, na katerega delujejo udari. Ta model spremenimo tako, da dopuščamo možnost obnovitve ene izmed komponent. Vpeljemo novo družino kopul (maksmin kopule), ki rešijo opisani problem. Raziščemo tudi lastnosti teh kopul in jih uporabimo na primeru spletnega ogrodja na strani strežnika, v ekonomiji in mehki teoriji množic.Source: Fuzzy sets and systems : international journal of soft computing and intelligence. - ISSN 0165-0114 (Vol. 284, 2016, 113-128)Type of material - article, component part ; adult, seriousPublish date - 2016Language - englishCOBISS.SI-ID - 17160793
Author
Omladič, Matjaž |
Ružić, Nina, 1986-
Topics
kopula |
odvisnost slučajnih spremenljivk |
analiza preživetja |
copula |
dependence concepts |
survival analysis
source: Fuzzy sets and systems : international journal of soft computing and intelligence. - ISSN 0165-0114 (Vol. 284, 2016, 113-128)
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Database name | Field | Year |
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Links to authors' personal bibliographies | Links to information on researchers in the SICRIS system |
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Omladič, Matjaž | 09573 |
Ružić, Nina, 1986- | 33230 |
Source: Personal bibliographies
and: SICRIS
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