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Fitting bivariate loss distributions with copulas

✍ Scribed by Stuart A. Klugman; Rahul Parsa


Book ID
104300007
Publisher
Elsevier Science
Year
1999
Tongue
English
Weight
167 KB
Volume
24
Category
Article
ISSN
0167-6687

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πŸ“œ SIMILAR VOLUMES


Distribution functions of copulas: a cla
✍ Roger B. Nelsen; JosΓ© Juan Quesada-Molina; JosΓ© Antonio Rodrı́guez-Lallena; Manu πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 103 KB

We discuss a two-dimensional analog of the probability integral transform for bivariate distribution functions H1 and H2, i.e., the distribution function of the random variable H1(X; Y ) given that the joint distribution function of the random variables X and Y is H2. We study the case when H1 and H