




















Almost seventy years old Marshall-Olkin copulas, then wider Marshall copulas, and finally even wider shock model (SM) copulas constitute a substantial part of nowadays copula theory due to numerous applications. Recently, Christian Genest with some coauthors introduced a new stochastic model for a special subclass of SM copulas which gives not only a new angle on these copulas but also widens the range of applications. In this paper we extend this type of stochastic model to all known subclasses of SM copulas. We also introduce a novel class of SM copulas and extend the new stochastic model to this class as well.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。