Search Results - subject:"bivariate copula"

Institutional mechanisms, ownership and bank risk-taking during crises

Vo, Thi Thuy Anh; Joseph, Nathan Lael - In: The British accounting review 57 (2025) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10015436291

Modeling bivariate dependency in insurance data via Copula: A brief study

Ghosh, Indranil; Watts, Dalton; Chakraborty, Subrata - In: Journal of Risk and Financial Management 15 (2022) 8, pp. 1-20

the best bivariate copula in each case. Associated structural properties of these bivariate copulas are also discussed …

Persistent link: https://www.econbiz.de/10014332530

Modeling bivariate dependency in insurance data via Copula : a brief study

Ghosh, Indranil; Watts, Dalton; Chakraborty, Subrata - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-20

the best bivariate copula in each case. Associated structural properties of these bivariate copulas are also discussed …

Persistent link: https://www.econbiz.de/10013375167

Bivariate copulas based on counter-monotonic shock method

El Ktaibi, Farid; Bentoumi, Rachid; Sottocornola, Nicola; … - In: Risks : open access journal 10 (2022) 11, pp. 1-20

This paper explores the properties of a family of bivariate copulas based on a new approach using the counter-monotonic shock method. The resulting copula covers the full range of negative dependence induced by one parameter. Expressions for the copula and density are derived and many...

Persistent link: https://www.econbiz.de/10013556869

Copula-based Markov process

Fang, Jun; Jiang, Fan; Liu, Yong; Yang, Jingping - In: Insurance 91 (2020), pp. 166-187

Persistent link: https://www.econbiz.de/10012242005