Marshall Olkin Distributions - Advances in Theory and Applications
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Marshall Olkin Distributions - Advances in Theory and Applications
Bologna, Italy, October 2013
Mulinacci, Sabrina; Durante, Fabrizio; Cherubini, Umberto
Springer International Publishing AG
10/2016
113
Mole
Inglês
9783319384481
15 a 20 dias
2117
Descrição não disponível.
A Survey of Dynamic Representations and Generalizations of the Marshall-Olkin Distribution German Bernhart, Lexuri Fernandez, Jan-Frederik Mai, Steffen Schenk , and Matthias Scherer.- Copulas Based on Marshall-Olkin Machinery by Fabrizio Durante and Stephane Girard, and Gildas Mazo.- The mean of Marshall-Olkin dependent exponential random by Lexuri Fernandez and Jan-Frederik Mai and Matthias Scherer.- General Marshall-Olkin Models, Dependence Orders and Comparisons of Environmental Processes by Esther Frostig and Franco Pellerey.- Marshall-Olkin Machinery and Power Mixing: the Mixed Generalized Marshall-Olkin Distribution by Sabrina Mulinacci.- Extended Marshall-Olkin Model and Its Dual Version by Jayme Pinto and Nikolai Kolev.
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Copulas;Credit Risk;Marshall-Olkin Distribution;Quantitative Risk Management;Tail Dependence
A Survey of Dynamic Representations and Generalizations of the Marshall-Olkin Distribution German Bernhart, Lexuri Fernandez, Jan-Frederik Mai, Steffen Schenk , and Matthias Scherer.- Copulas Based on Marshall-Olkin Machinery by Fabrizio Durante and Stephane Girard, and Gildas Mazo.- The mean of Marshall-Olkin dependent exponential random by Lexuri Fernandez and Jan-Frederik Mai and Matthias Scherer.- General Marshall-Olkin Models, Dependence Orders and Comparisons of Environmental Processes by Esther Frostig and Franco Pellerey.- Marshall-Olkin Machinery and Power Mixing: the Mixed Generalized Marshall-Olkin Distribution by Sabrina Mulinacci.- Extended Marshall-Olkin Model and Its Dual Version by Jayme Pinto and Nikolai Kolev.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
