An Application of Copulas to Accident Precursor Analysis
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References listed on IDEAS
- Bier, Vicki M. & Yi, Woojune, 1995. "A Bayesian method for analyzing dependencies in precursor data," International Journal of Forecasting, Elsevier, vol. 11(1), pages 25-41, March.
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- Meade, Nigel & Islam, Towhidul, 2010. "Using copulas to model repeat purchase behaviour - An exploratory analysis via a case study," European Journal of Operational Research, Elsevier, vol. 200(3), pages 908-917, February.
- Robert T. Clemen & Terence Reilly, 1999. "Correlations and Copulas for Decision and Risk Analysis," Management Science, INFORMS, vol. 45(2), pages 208-224, February.
- van Dorp, J. Rene, 2005. "Statistical dependence through common risk factors: With applications in uncertainty analysis," European Journal of Operational Research, Elsevier, vol. 161(1), pages 240-255, February.
- Hernández-Bastida, A. & Fernández-Sánchez, M.P. & Gómez-Déniz, E., 2009. "The net Bayes premium with dependence between the risk profiles," Insurance: Mathematics and Economics, Elsevier, vol. 45(2), pages 247-254, October.
- Nima Khakzad & Sina Khakzad & Faisal Khan, 2014. "Probabilistic risk assessment of major accidents: application to offshore blowouts in the Gulf of Mexico," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 74(3), pages 1759-1771, December.
- Wagner, Stephan M. & Bode, Christoph & Koziol, Philipp, 2009. "Supplier default dependencies: Empirical evidence from the automotive industry," European Journal of Operational Research, Elsevier, vol. 199(1), pages 150-161, November.
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- Agustín Hernández-Bastida & M. Fernández-Sánchez, 2012. "A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(4), pages 391-409, November.
- Robin L. Dillon & Catherine H. Tinsley, 2008. "How Near-Misses Influence Decision Making Under Risk: A Missed Opportunity for Learning," Management Science, INFORMS, vol. 54(8), pages 1425-1440, August.
- repec:eee:reensy:v:126:y:2014:i:c:p:116-125 is not listed on IDEAS
- Ali E. Abbas & David V. Budescu & Yuhong (Rola) Gu, 2010. "Assessing Joint Distributions with Isoprobability Contours," Management Science, INFORMS, vol. 56(6), pages 997-1011, June.
More about this item
KeywordsCopulas; Accident Precursors; Risk Analysis; Dependencies; Bayesian Analysis;
StatisticsAccess and download statistics
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