Construction of asymmetric copulas and its application in two-dimensional reliability modelling
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References listed on IDEAS
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- Antonio Dalessandro & Gareth W. Peters, 2015. "Tensor Approximation of Generalized Correlated Diffusions and Functional Copula Operators," Papers 1502.06349, arXiv.org.
- Rychlik, Tomasz, 2017. "Evaluations of quantiles of system lifetime distributions," European Journal of Operational Research, Elsevier, vol. 256(3), pages 935-944.
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- repec:eee:ejores:v:266:y:2018:i:1:p:269-277 is not listed on IDEAS
- Siburg, Karl Friedrich & Stehling, Katharina & Stoimenov, Pavel A. & Weiß, Gregor N.F., 2016. "An order of asymmetry in copulas, and implications for risk management," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 241-247.
- Elena Di Bernardino & Didier Rullière, 2016. "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form," Working Papers hal-01147778, HAL.
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More about this item
KeywordsCopula; Tail dependence; Warranty; Two-dimensional reliability data; Asymmetric;
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