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Some new notions of dependence with applications in optimal allocation problems
Cai, Jun; Wei, Wei - In: Insurance / Mathematics & economics 55 (2014), pp. 200-209
Persistent link: https://www.econbiz.de/10010366174
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On active redundancy allocation for coherent systems : from the viewpoint of minimal cut decomposition
Fang, Rui; Li, Xiaohu - In: Operations research letters 46 (2018) 2, pp. 233-239
Persistent link: https://www.econbiz.de/10011824902
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A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances
López-Díaz, María Concepción; López-Díaz, Miguel; … - In: Scandinavian actuarial journal 2019 (2019) 6, pp. 453-477
Persistent link: https://www.econbiz.de/10012194961
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Stochastic comparisons of lifetimes of series and parallel systems with dependent and heterogeneous components
Panja, Arindam; Kundu, Pradip; Pradhan, Biswabrata - In: Operations research letters 49 (2021) 2, pp. 176-183
Persistent link: https://www.econbiz.de/10012506608
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Risk aggregation with FGM copulas
Blier-Wong, Christopher; Cossette, Hélène; Marceau, … - In: Insurance / Mathematics & economics 111 (2023), pp. 102-120
Persistent link: https://www.econbiz.de/10014316667
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The semi-geometric process and some properties
Wu, Shaomin; Wang, Guanjun - In: IMA journal of management mathematics 29 (2018) 2, pp. 229-245
Persistent link: https://www.econbiz.de/10011888616
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Regional air quality conformity in transportation networks with stochastic dependencies : a theoretical Copula-based model
Ng, ManWo; Lo, Hong K. - In: Networks and spatial economics : a journal of … 13 (2013) 4, pp. 373-397
Persistent link: https://www.econbiz.de/10010226738
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Spouses' dependence across generations and pricing impact on reversionary annuities
Luciano, Elisa; Spreeuw, Jaap; Vigna, Elena - In: Risks : open access journal 4 (2016) 2, pp. 1-18
This paper studies the dependence between coupled lives, i.e., the spouses' dependence, across different generations, and its effects on prices of reversionary annuities in the presence of longevity risk. Longevity risk is represented via a stochastic mortality intensity. We find that a...
Persistent link: https://www.econbiz.de/10011507502
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Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli; Liu, Zhen; Li, Shenghong - In: Economic modelling 40 (2014), pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
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Orderings of coherent systems with randomized dependent components
Navarro, Jorge; Pellerey, Franco; Di Crescenzo, Antonio - In: European journal of operational research : EJOR 240 (2015) 1, pp. 127-139
Persistent link: https://www.econbiz.de/10010491791