6 articles for “copula”

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Research ArticleOpen accessEvery word in the titleMultivariate Option Pricing with Gaussian Mixture Distributions and Mixed CopulasJimbo Henri Claver, Tatanfack Emerson, Shu FelixRecently, it has been reported that the hypothesis proposed by the classical black scholes model to price multivariate options in finance were unrealistic, as such, several other methods have been introduced over the last decades including the copulas methods which uses copulas functions to model the dependence structure of underlying assets. However, the previous work did not take into account … …Journal of Mathematics and Statistics, Vol. 19, Issue 1 · 3 Apr 2023 · 6,511 accessesView PDF Cite

Research ArticleOpen accessEvery word in the titleReliability Equivalence Factors of a Parallel System Subject to Weibull Distribution Using Multivariate FGM CopulaNeama Salah Youssef TemrazThis paper analyze a parallel system consisted of n dependent components with lifetimes follow Weibull distribution. FGM Copula in multivariate case is used to generate the reliability function of the original system. Reduction method is introduced to improve system reliability. Other methods of hot, cold and warm duplication are established to improve system reliability. An application using real time data … …American Journal of Applied Sciences, Vol. 15, Issue 1 · 3 Feb 2018 · 7,940 accessesView PDF Cite

Research ArticleOpen accessEvery word in the titleGAUSSIAN COPULA MARGINAL REGRESSION FOR MODELING EXTREME DATA WITH APPLICATIONSutikno, Heri Kuswanto, Iis Dewi RatihRegression is commonly used to determine the relationship between the response variable and the predictor variable, where the parameters are estimated by Ordinary Least Square (OLS). This method can be used with an assumption that residuals are normally distributed (0, σ2). However, the assumption of normality of the data is often violated due to extreme observations, which are often found … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 4 Apr 2014 · 7,620 accessesView PDF Cite

Research ArticleOpen accessEvery word in the titleHandling the Dependence of Claim Severities with Copula ModelsYulia Resti, Noriszura Ismail, Saiful Hafizah JaamanProblem statement: Several studies have been carried out on the modeling of claim severity data in actuarial literature as well as in insurance practice. Since it is well established that the claim cost distributions generally have positive support and are positively skewed, the regression models of Gamma and Lognormal have been used by practitioners for modeling claim severities. However, the … …Journal of Mathematics and Statistics, Vol. 6, Issue 2 · 30 Jun 2010 · 7,528 accessesView PDF Cite

Research ArticleOpen accessIn the abstractProduction of Male-Sterility Mouse by Resection of the Tail EpididymisXianju Huang, Xuguang Wang, Xueshan Ma et al.Problem statement: Sterile males are bred with females to produce pseudopregnant recipients for oviduct and uterine transfers. Therefore, to make a sterile male mouse maybe the fist and fundamental procedure for embryo transfer. However, when people produce a sterile male mouse always abandon the sperm of the excellent male mouse. Approach: Here, the authrous present an efficient and simple procedure … …American Journal of Animal and Veterinary Sciences, Vol. 7, Issue 2 · 18 Jul 2012 · 7,767 accessesView PDF Cite

Research ArticleOpen accessIn the abstractMorpho-physiological Differences of the Spermatheca of Attini Ants (Hymenoptera: Myrmicinae)Gabriela Ortiz, Maria Izabel Camargo-MathiasThe insect's spermatheca store the spermatozoa from the time of copulation until the fertilization of the eggs and consists of a sac, usually associated to glands. The ant species Atta laevigata, Atta sexdens sexdens, Atta sexdens piriventris, Acromyrmex coronatus and Cyphomyrmex muelleri are considered pests, as they cause economics losses to several crops. The spermatheca of these species were examined … …American Journal of Agricultural and Biological Sciences, Vol. 1, Issue 4 · 31 Dec 2006 · 7,583 accessesView PDF Cite