Shock models with dependence and asymmetric linkages

FMF, Mathematical Library, Lj. (MAKLJ)

Shock models with dependence and asymmetric linkages

Durante, Fabrizio, 1976- ...

Članek vpelje nov razred kopul in pokaže njihov pomen za uporabo. V posebnem je podana stohastična razlaga v okviru sistema odvisnih komponent, na katerega vpliva globalni udar. Glavna novost modela ... je v tem, da ima globalni udar lahko nasprotne učinke na različne komponente sistema. V bivariatnem primeru so karakterizirane kopule, ki jih generira ta mehanizem, prikazane pa so tudi njihove osnovne lastnosti. Poudarjene so tudi povezave s pollinearnimi kopulami in konično agregacijo funkcij. Za povrh je podana visokorazsežna razširitev modela.

Source: Fuzzy sets and systems : international journal of soft computing and intelligence. - ISSN 0165-0114 (Vol. 323, 2017, str. 152-168)

Type of material - article, component part ; adult, serious

Publish date - 2017

Language - english

COBISS.SI-ID - 17764697

Link(s):
http://dx.doi.org/10.1016/j.fss.2016.09.006
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Author
Durante, Fabrizio, 1976- | Omladič, Matjaž | Oražem, Lovrenc | Ružić Gorenjec, Nina, 1986-

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source: Fuzzy sets and systems : international journal of soft computing and intelligence. - ISSN 0165-0114 (Vol. 323, 2017, str. 152-168)

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Year	Impact factor		Edition		Category		Classification
Year	JCR	SNIP	JCR	SNIP	JCR	SNIP	JCR	SNIP

Links to authors' personal bibliographies	Links to information on researchers in the SICRIS system
Durante, Fabrizio, 1976-
Omladič, Matjaž	09573
Oražem, Lovrenc
Ružić Gorenjec, Nina, 1986-	33230

Source: Personal bibliographies and: SICRIS

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