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math.ST2020
Distortion Representations of Multivariate Distributions
Jorge Navarro, Camilla Calì, Maria Longobardi +1
The univariate distorted distribution were introduced in risk theory to represent changes (distortions) in the expected distributions of some risks. Later they were also applied to…
math.ST2007★ 22 cited
Copulas: compatibility and Fréchet classes
Fabrizio Durante, Erich Peter Klement, José Juan Quesada-Molina
We determine under which conditions three bivariate copulas are compatible, viz. they are the bivariate marginals of the same trivariate copula, and, then, construct the class of t…