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A fluctuation test for constant correlation
Wied, Dominik; Arnold, Matthias - 2009
Persistent link: https://www.econbiz.de/10008811389
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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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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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Rate-based daily arrival process models with application to call centers
Oreshkin, Boris N.; Réegnard, Nazim; L'Ecuyer, Pierre - In: Operations research 64 (2016) 2, pp. 510-527
Persistent link: https://www.econbiz.de/10011485622
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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
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Modeling dependence in two-tier stochastic frontier models
Papadopoulos, Alecos; Parmeter, Christopher F.; … - In: Journal of productivity analysis : an official journal … 56 (2021) 2/3, pp. 85-101
Persistent link: https://www.econbiz.de/10012656569
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Measuring the effect of management on production : a two-tier stochastic frontier approach
Papadopoulos, Alecos - In: Empirical economics : a quarterly journal of the … 60 (2021) 6, pp. 3011-3041
Persistent link: https://www.econbiz.de/10012585758