M. M. Seyam

A New Trivariate Semicopula Using Rüschendorf Method

M. M. E. Abd El-Monsef, M. M. Seyam & S. M. Elsobky · Asian Journal of Probability and Statistics · 2021

In this paper we have introduced semicopula function by using Rüschendorf method, semicopula  which is related to correlation between one or more random variables and this way is more flexible than traditional correlation approaches and dependency among variables. Every semicopul...

Open access Research Article 10.9734/ajpas/2021/v15i430388

The Relations between Some Families of Copulas

M. M. E. Abd El-Monsef, S. M. Elsobky & M. M. Seyam · Journal of Advances in Mathematics and Computer Science · 2021

Copulas are mathematical objects that fully capture the dependence structure among random variables and thus offer a great deal of flexibility in building multivariate stochastic models. They have widely use in, credit models, risk aggregation, portfolio selection, insurance, and...

Open access Research Article 10.9734/jamcs/2021/v36i1130417