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  • Search: subject:"patchwork construction"
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Subject
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Comonotonicity 2 Copula 2 Patchwork construction 2 Tail dependence 2 Decision 1 Entscheidung 1 Multivariate Analyse 1 Multivariate Verteilung 1 Multivariate analysis 1 Multivariate distribution 1 Nutzen 1 Nutzenfunktion 1 Nutzentheorie 1 Risikomaß 1 Risk measure 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Utility 1 Utility function 1 Utility theory 1 approximation 1 local utility independence 1 multiattribute utility theory 1 n-switch independence 1 patchwork construction 1
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Article 3
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2 Undetermined 1
Author
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Durante, Fabrizio 2 Sempi, Carlo 2 Fernández Sánchez, Juan 1 Sánchez, Juan Fernández 1 Xie, Jiehua 1 Zhou, Zhengyong 1
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Decision analysis : a journal of the Institute for Operations Research and the Management Sciences, INFORMS 1 Insurance 1 Insurance: Mathematics and Economics 1
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ECONIS (ZBW) 2 RePEc 1
Showing 1 - 3 of 3
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Patchwork constructions of multiattribute utility functions
Xie, Jiehua; Zhou, Zhengyong - In: Decision analysis : a journal of the Institute for … 19 (2022) 2, pp. 141-169
Persistent link: https://www.econbiz.de/10013352924
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Multivariate patchwork copulas : a unified approach with applications to partial comonotonicity
Durante, Fabrizio; Sánchez, Juan Fernández; Sempi, Carlo - In: Insurance 53 (2013) 3, pp. 897-905
Persistent link: https://www.econbiz.de/10010227787
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Multivariate patchwork copulas: A unified approach with applications to partial comonotonicity
Durante, Fabrizio; Fernández Sánchez, Juan; Sempi, Carlo - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 897-905
We present a general view of patchwork constructions of copulas that encompasses previous approaches based on similar ideas (ordinal sums, gluing methods, piecing-together, etc.). Practical applications of the new methodology are connected with the determination of copulas having specified...
Persistent link: https://www.econbiz.de/10011046612
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