Copula analysis was created to explain the dependence of two or more quantitative variables. Due need for in-depth data involving complex variable relationships, there is always a new copula models with original features. As modern example, circular periodic types, trigonometric copulas are particularly attractive and recommended. This is, however, an underexploited topic. In this article, we p...

In designing coastal and nearshore structures, the joint probability of wave heights storm surges is essential in determining possible highest total water level. The key elements to accurately estimate are appropriate sampling extreme values selection functions for analysis. This study provide a full assessment performance different methods employed bivariate height surge samples analysed using...

The new class of matrix-tilted Archimedean copulas is introduced. It combines properties and elliptical by introducing a tilting matrix in the stochastic representation copulas, similar to Cholesky factor for copulas. Basic this copula construction are discussed further extension outlined.

The stability of discrete universal integrals based on copulas is discussed and examined, both with respect to the norms L1 (Lipschitz stability) and L∞ (Chebyshev stability). Each of these integrals is shown to be 1-Lipschitz. Exactly the discrete universal integrals based on a copula which is stochastically increasing in its first coordinate turn out to be 1-Chebyshev. A new characterization ...

Formulae for the distribution of the losses of a loan portfolio that are both realistic and simple enough to be implemented in a spreadsheet are hard to come by. The most prominent example is the Vasicek (1987) formula which is based upon a simplified version of the multivariate Merton (1974) model. Using an algorithm from the theory of Archimedean Copula functions, this paper gives some more l...

A new G family of probability distributions called the type I quasi Lambert is defined and applied for modeling real lifetime data. Some bivariate families using "Farlie-Gumbel-Morgenstern copula", "modified Farlie-Gumbel-Morgenstern "Clayton copula" "Renyi's entropy are derived. Three characterizations presented. its statistical properties derived studied. The maximum likelihood estimation, pr...