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dc.contributor.authorDurante, F
dc.contributor.authorGirard, S
dc.contributor.authorMazo, G
dc.contributor.editorCherubini, U
dc.contributor.editorDurante, F
dc.contributor.editorMulinacci, S
dc.date.accessioned2017-04-19T12:41:59Z
dc.date.available2017-04-19T12:41:59Z
dc.date.issued2015
dc.identifier.isbn978-3-319-19038-9
dc.identifier.urihttp://dx.doi.org/10.1007/978-3-319-19039-6_2
dc.identifier.urihttp://link.springer.com/chapter/10.1007%2F978-3-319-19039-6_2
dc.identifier.urihttp://hdl.handle.net/10863/2123
dc.description.abstractWe present a general construction principle for copulas that is inspired by the celebrated Marshall–Olkin exponential model. From this general construction method, we derive special subclasses of copulas that could be useful in different situations and recall their main properties. Moreover, we discuss possible estimation strategy for the proposed copulas. The presented results are expected to be useful in the construction of stochastic models for lifetimes (e.g., in reliability theory) or in credit risk models.en_US
dc.language.isoenen_US
dc.publisherSpringer International Publishingen_US
dc.titleCopulas based on Marshall-Olkin machineryen_US
dc.typeBook chapteren_US
dc.date.updated2015-11-30T14:50:40Z
dc.publication.titleMarshall–Olkin Distributions: Advances in Theory and Practice
dc.description.fulltextreserveden_US


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