Constructing Generalized FGM Copulas by Means of Certain Univariate Distributions

By Matthias Fischer, I. Klein. 2007

58 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/479b9541da003014d9005b2e3c1bb158d7c6ed6c

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Jorge Navarro
2. Fabrizio Durante
3. Carlo Sempi
4. Francisco J. Samaniego
5. Narayanaswamy Balakrishnan

In Finance

1. Carlo Sempi
2. Fabrizio Durante
3. Jorge Navarro
4. Wolfgang Trutschnig
5. G. Salvadori
6. Paul Embrechts
7. Sabrina Giordano
8. Filippo Domma

In Management Science and Operations Research

1. Jorge Navarro
2. Carlo Sempi
3. Fabrizio Durante
4. Narayanaswamy Balakrishnan
5. Francisco J. Samaniego
6. G. Salvadori

Citations in the corpus

• Mean residual life functions of finite mixtures, order statistics and coherent systems (2008, background): “Example 5 Let us assume that the lifetimes (X1, X2 ,..., Xn) of the components of a system have a Farlie–Gumbel–Morgenstern distribution with marginal reliability functions R1, R2 ,..., Rn (see, e.g., Fischer and Klein 2007 ); that is, they have the following joint reliability function”
• Copula Theory: An Introduction (2010, background): “More recent investigations are also provided in [4, 5, 6, 65, 169].”