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 · pp. 31–49 · Published 24 Dec 2021
10.9734/jamcs/2021/v36i1130417Abstract
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 reliability theory. This study will disscuss the relationship among a few copulas.
Cited by 1
Christophe Chesneau · Symmetry · 2023
Related research
- Analysis of Drought Severity and Duration Using Copulas in Anuradhapura, Sri Lanka — shares topic coverage
- A Copula-based Approach for Assessing Flood Protection Overtopping Associated with a Seasonal Flood Forecast in Niamey, West Africa — shares topic coverage
- Central Limit Theorem to Approximate Aggregate Risk of Portfolio: Using the ModelRisk Software — shares topic coverage
- Applications of Vose ModelRisk Software in Simulated Data — shares topic coverage
- A New Trivariate Semicopula Using Rüschendorf Method — shares topic coverage
Article metrics
Real usage data collected on this platform.
25
Page views
0
PDF downloads
3
Outbound clicks
1
Citations
Views over time
Views by country
Approximate, from request IP at view time — not citizenship or institution. Countries with fewer than 5 views are grouped as "Other".
Traffic sources
Referring site, by host.
Views and downloads exclude known bots/crawlers. Citations combines this platform's own DOI-resolved index with each external source's own reported total — see Cited by above for individually listed citing works. Last refreshed 0 seconds ago.