Received: 2020-01-28
Accepted: 2020-05-22
Published Online: 2020-07-04
© 2020 Henrik Sloot, published by De Gruyter
Articles in the same Issue
- Regular articles
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- Modelling with star-shaped distributions
- Checkerboard copula defined by sums of random variables
- The deFinetti representation of generalised Marshall–Olkin sequences
- Bayesian estimation of generalized partition of unity copulas
- Bivariate box plots based on quantile regression curves
- Bayesian credibility premium with GB2 copulas
- Optimizing effective numbers of tests by vine copula modeling
- Lorenz-generated bivariate Archimedean copulas
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
- Nonparametric relative recursive regression
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
- Quadratic transformation of multivariate aggregation functions
- Detecting and modeling critical dependence structures between random inputs of computer models
- State dependent correlations in the Vasicek default model
- A new extreme value copula and new families of univariate distributions based on Freund’s exponential model
- Multivariate medial correlation with applications
- Two symmetric and computationally efficient Gini correlations
- On quantile based co-risk measures and their estimation
- Copula modeling for discrete random vectors
- Interview Article
- The gentleman copulist
- Insurance applications of dependence modeling
- Erratum
- Erratum regarding “Optimizing effective numbers of tests by vine copula modeling”
Keywords for this article
Shock model;
Stochastic processes;
Survival analysis;
Marshall–Olkin;
de Finetti
Creative Commons
BY 4.0
Articles in the same Issue
- Regular articles
- Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property
- Modelling with star-shaped distributions
- Checkerboard copula defined by sums of random variables
- The deFinetti representation of generalised Marshall–Olkin sequences
- Bayesian estimation of generalized partition of unity copulas
- Bivariate box plots based on quantile regression curves
- Bayesian credibility premium with GB2 copulas
- Optimizing effective numbers of tests by vine copula modeling
- Lorenz-generated bivariate Archimedean copulas
- The de Finetti structure behind some norm-symmetric multivariate densities with exponential decay
- Nonparametric relative recursive regression
- Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference
- Quadratic transformation of multivariate aggregation functions
- Detecting and modeling critical dependence structures between random inputs of computer models
- State dependent correlations in the Vasicek default model
- A new extreme value copula and new families of univariate distributions based on Freund’s exponential model
- Multivariate medial correlation with applications
- Two symmetric and computationally efficient Gini correlations
- On quantile based co-risk measures and their estimation
- Copula modeling for discrete random vectors
- Interview Article
- The gentleman copulist
- Insurance applications of dependence modeling
- Erratum
- Erratum regarding “Optimizing effective numbers of tests by vine copula modeling”