Copula Model - Articles - Scientific Research Publishing

Transfer of Global Measures of Dependence into Cumulative Local (Articles)

Boyan Dimitrov, Sahib Esa, Nikolai Kolev, Georgios Pitselis

Applied Mathematics Vol.5 No.4, March 10, 2014

DOI: 10.4236/am.2014.54058 4,542 Downloads 6,069 Views Citations
Operational Risk Modelling in Insurance and Banking (Articles)

Ognjen Vukovic

Journal of Financial Risk Management Vol.4 No.3, September 1, 2015

DOI: 10.4236/jfrm.2015.43010 5,595 Downloads 9,718 Views Citations
Asymptotic Confidence Bands for Copulas Based on the Local Linear Kernel Estimator (Articles)

Diam Bâ, Cheikh Tidiane Seck, Gane Samb Lô

Applied Mathematics Vol.6 No.12, November 25, 2015

DOI: 10.4236/am.2015.612183 3,042 Downloads 4,218 Views Citations
Co-Movement, Dependence Structure and Ethical Investment Funds under GFC (Articles)

Robin Hang Luo, M. Ishaq Bhatti

Theoretical Economics Letters Vol.9 No.6, August 14, 2019

DOI: 10.4236/tel.2019.96118 779 Downloads 1,806 Views Citations
Scenario Generation for Asset and Liability Management Models Applied to a Saudi Arabian Pension Fund (Articles)

Maram Alwohaibi, Diana Roman, Alina Peluso

Journal of Financial Risk Management Vol.11 No.2, May 11, 2022

DOI: 10.4236/jfrm.2022.112014 302 Downloads 1,458 Views Citations
Risk Spillover Effect and Trading Strategy between Carbon Emission Allowance and Carbon-Neutral Index (Articles)

Zedong Cai, Xuxia Liao, Ruiyang Shi

Open Journal of Social Sciences Vol.11 No.1, January 19, 2023

DOI: 10.4236/jss.2023.111012 248 Downloads 1,026 Views Citations
On a Compound Poisson Risk Model Perturbed by Brownian Motion with Variable Premium and Tail Dependence between Claims Amounts and Inter-Claim Time (Articles)

Delwendé Abdoul-Kabir Kafando, Kiswendsida Mahamoudou Ouedraogo, Pierre Clovis Nitiema

Open Journal of Statistics Vol.14 No.1, February 2, 2024

DOI: 10.4236/ojs.2024.141001 238 Downloads 947 Views Citations
Time Varying Dependance between Crude Oil, Natural Gas and OPEC and NON-OPEC Exchange Rate Using Wavelet Vine Copula (Articles)

Angham Ben Brayek, Farea Al-Harbi

Theoretical Economics Letters Vol.14 No.5, October 31, 2024

DOI: 10.4236/tel.2024.145094 88 Downloads 562 Views Citations
On the Expected Present Value of the Dividend Payments under a Dependence Structure Assumption (Articles)

Ester C. Lari, Marina Ravera

Modern Economy Vol.15 No.11, November 11, 2024

DOI: 10.4236/me.2024.1511057 105 Downloads 505 Views Citations
Analysis of the Ruin Probability of a Hawkes Process with Variable Memory under Partial Payments to Shareholders and Dependent on Claims via the Spearman Copula (Articles)

Souleymane Badini

Journal of Applied Mathematics and Physics Vol.13 No.10, October 28, 2025

DOI: 10.4236/jamp.2025.1310190 47 Downloads 223 Views Citations
Measuring Tail Dependence for Aggregate Collateral Losses Using Bivariate Compound Shot-Noise Cox Process (Articles)

Jiwook Jang, Genyuan Fu

Applied Mathematics Vol.3 No.12A, December 31, 2012

DOI: 10.4236/am.2012.312A300 5,491 Downloads 8,928 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR (Articles)

Chuancun Yin, Dan Zhu

Journal of Financial Risk Management Vol.7 No.1, March 6, 2018

DOI: 10.4236/jfrm.2018.71002 1,570 Downloads 2,995 Views Citations
Dynamics of Short and Long Term Debt Market Integration in the South Asian Economies (Articles)

Sanjay Sehgal, Piyush Pandey, Sakshi Saini

Theoretical Economics Letters Vol.8 No.11, August 22, 2018

DOI: 10.4236/tel.2018.811157 792 Downloads 2,474 Views Citations
This article belongs to the Special Issue on Institutional Economics
Dynamic Volatility Spillovers among Green Bonds, Green Stocks and Carbon Markets under the COVID-19: Evidence from China (Articles)

Siya Ye, Haomin Zhang, Qiao Lou

American Journal of Industrial and Business Management Vol.15 No.1, January 21, 2025

DOI: 10.4236/ajibm.2025.151004 141 Downloads 812 Views Citations
Model Averaging by Stacking (Articles)

Claudio Morana

Open Journal of Statistics Vol.5 No.7, December 30, 2015

DOI: 10.4236/ojs.2015.57079 5,431 Downloads 6,809 Views Citations
This article belongs to the Special Issue on Multivariate Statistical Analysis
Towards Automatic Transformation from UML Model to FSM Model for Web Applications (Articles)

Xi Wang, Huaikou Miao, Liang Guo

Journal of Software Engineering and Applications Vol.1 No.1, December 9, 2008

DOI: 10.4236/jsea.2008.11010 6,349 Downloads 11,947 Views Citations
Model Interpretation Development: Analysis Design of Automatic Control System (Articles)

Guohua Wu, Wenning Liu, Qiuhua Zheng, Zhen Zhang

Journal of Software Engineering and Applications Vol.2 No.2, July 15, 2009

DOI: 10.4236/jsea.2009.22017 6,682 Downloads 11,670 Views Citations
The Models of Investing Schools (Articles)

Jun’e Liu, Lei Chai, Zina Xu

Journal of Applied Mathematics and Physics Vol.4 No.6, June 16, 2016

DOI: 10.4236/jamp.2016.46113 1,996 Downloads 3,101 Views Citations
A Small-Size Macroeconometric Model for Pakistan Economy (Articles)

Muhammad Nadim Hanif, Zulfiqar Hyder, Muhammad Amin Khan Lodhi, Mahmood ul Hassan Khan, Irem Batool

Technology and Investment Vol.2 No.2, June 3, 2011

DOI: 10.4236/ti.2011.22008 6,953 Downloads 13,401 Views Citations
Solving Basic Inventory Models Using Excel (Articles)

Sarbjit Singh

Theoretical Economics Letters Vol.8 No.11, August 6, 2018

DOI: 10.4236/tel.2018.811137 3,020 Downloads 11,475 Views Citations

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