Dynamic Copula - 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 6,068 Views Citations
Estimation of Default Risk Based on KMV Model—An Empirical Study for Chinese Real Estate Companies (Articles)

Yan Chen, Guanglei Chu

Journal of Financial Risk Management Vol.3 No.2, June 12, 2014

DOI: 10.4236/jfrm.2014.32005 8,301 Downloads 11,666 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 5,593 Downloads 9,715 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 3,041 Downloads 4,217 Views Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model (Articles)

Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi

Journal of Mathematical Finance Vol.8 No.2, May 31, 2018

DOI: 10.4236/jmf.2018.82029 1,420 Downloads 3,478 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
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 561 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 504 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
Thermomechanical Behavior Modeling of a Cr-Ni-Mo-Mn-N Austenitic Stainless Steel (Articles)

Rafael P. Ferreira, Eden S. Silva, Carmem C. F. Nascimento, Samuel F. Rodrigues, Clodualdo Aranas Jr., Valdemar S. Leal, Gedeon S. Reis

Materials Sciences and Applications Vol.7 No.12, December 13, 2016

DOI: 10.4236/msa.2016.712062 1,771 Downloads 3,777 Views Citations
Study of the Interception Scheme Based on A* Path Finding Algorithm in Computer Game (Articles)

Zhenjie Li, Haiming Li

Journal of Computer and Communications Vol.8 No.7, July 30, 2020

DOI: 10.4236/jcc.2020.87004 729 Downloads 2,623 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 2,473 Views Citations
This article belongs to the Special Issue on Institutional Economics
A Dynamic Multiple Watermarking Algorithm Based on DWT and HVS (Articles)

Li Zhang, Xilan Yan, Hongsong Li, Minrong Chen

International Journal of Communications, Network and System Sciences Vol.5 No.8, August 28, 2012

DOI: 10.4236/ijcns.2012.58059 4,578 Downloads 7,459 Views Citations
Age and Gender Differences in the Step Test with Stipulated Tempos (Articles)

Shunsuke Yamaji, Shin-Ichi Demura, Hiroki Aoki

Advances in Aging Research Vol.3 No.3, July 30, 2014

DOI: 10.4236/aar.2014.33034 3,761 Downloads 5,314 Views Citations
Effect of Visual Input and Foam Rubber on Leg-Joint Angles and Sway of Center of Pressure during Stepping on the Spot (Articles)

Shunsuke Yamaji, Shinichi Demura, Hiroki Aoki, Masato Ohno

Advances in Physical Education Vol.5 No.3, August 12, 2015

DOI: 10.4236/ape.2015.53025 3,872 Downloads 4,872 Views Citations
A Contrastive Study of Static and Dynamic State of Expressing in English and Chinese Language Landscapes (Articles)

Quan Liu

Open Access Library Journal Vol.10 No.4, April 12, 2023

DOI: 10.4236/oalib.1109920 111 Downloads 1,651 Views Citations

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