Singular components of shock model copulas

FMF, Mathematical Library, Lj. (MAKLJ)

Singular components of shock model copulas

Košir, Tomaž, 1962- ; Omladič, Matjaž

Predstavimo nov pristop k študiju singularnih komponent za družine kopul, ki so porojene z udari. Te kopule so pomembne v uporabi. Posvetimo se trem družinam takih kopul: Marshallovim kopulam (ki so ... imenovane tudi Marshall-Olkinove kopule), zrcalnim maksmin kopulam (RMM na kratko) in maksmin kopulam. Navkljub splošnemu prepričanju, da so kopula porojene z udari vselej singularne, pokažemo, da ne drži. V članku podamo primere absolutno zveznih kopul tako med RMM kopulami, kot med maksmin kopulami. Primeri absolutno zveznih maksmin kopul verjetno prej še niso bili objavljeni.

Source: Journal of computational and applied mathematics. - ISSN 0377-0427 (Vol. 400, Jan. 2022, art. 113749 (14 str.))

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

Publish date - 2022

Language - english

COBISS.SI-ID - 76710915

Link(s):
https://www.sciencedirect.com/science/article/pii/S037704272100371X
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Košir, Tomaž, 1962- | Omladič, Matjaž

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source: Journal of computational and applied mathematics. - ISSN 0377-0427 (Vol. 400, Jan. 2022, art. 113749 (14 str.))

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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
Košir, Tomaž, 1962-	08398
Omladič, Matjaž	09573

Source: Personal bibliographies and: SICRIS

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