Academic literature on the topic 'Dependence modelling'
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Journal articles on the topic "Dependence modelling"
Kallenberg, Wilbert C. M. "Modelling dependence." Insurance: Mathematics and Economics 42, no. 1 (February 2008): 127–46. http://dx.doi.org/10.1016/j.insmatheco.2007.01.008.
Full textAminuddin Jafry, Nurul Hanis, Ruzanna Ab Razak, and Noriszura Ismail. "Dependence Modelling using GARCH, EGARCH, and Copula Models:." Asia Proceedings of Social Sciences 2, no. 2 (December 3, 2018): 55–59. http://dx.doi.org/10.31580/apss.v2i2.317.
Full textPatton, Andrew J. "MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*." International Economic Review 47, no. 2 (May 2006): 527–56. http://dx.doi.org/10.1111/j.1468-2354.2006.00387.x.
Full textWadsworth, J. L., J. A. Tawn, A. C. Davison, and D. M. Elton. "Modelling across extremal dependence classes." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 79, no. 1 (February 17, 2016): 149–75. http://dx.doi.org/10.1111/rssb.12157.
Full textWadsworth, J. L., and J. A. Tawn. "Dependence modelling for spatial extremes." Biometrika 99, no. 2 (March 13, 2012): 253–72. http://dx.doi.org/10.1093/biomet/asr080.
Full textEl Hannoun, Wafaa, Salah-Eddine El Adlouni, and Abdelhak Zoglat. "Vine-Copula-Based Quantile Regression for Cascade Reservoirs Management." Water 13, no. 7 (March 31, 2021): 964. http://dx.doi.org/10.3390/w13070964.
Full textGitman, I. M., H. Askes, and L. J. Sluys. "Multiscale Modelling of Softening Materials." Key Engineering Materials 348-349 (September 2007): 1–4. http://dx.doi.org/10.4028/www.scientific.net/kem.348-349.1.
Full textLakner, G., J. Lakner, G. Racz, and M. Kłos. "Concentration dependence modelling of reverse osmosis." DESALINATION AND WATER TREATMENT 192 (2020): 437–43. http://dx.doi.org/10.5004/dwt.2020.25906.
Full textMONNEY, PAUL-ANDRE, and MOSES CHAN. "MODELLING DEPENDENCE IN DEMPSTER-SHAFER THEORY." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 15, no. 01 (February 2007): 93–114. http://dx.doi.org/10.1142/s021848850700439x.
Full textLedford, Anthony W., and Jonathan A. Tawn. "Modelling Dependence within Joint Tail Regions." Journal of the Royal Statistical Society: Series B (Statistical Methodology) 59, no. 2 (1997): 475–99. http://dx.doi.org/10.1111/1467-9868.00080.
Full textDissertations / Theses on the topic "Dependence modelling"
Taku, Marie Manyi. "Modelling Dependence of Insurance Risks." Thesis, Linnéuniversitetet, Institutionen för datavetenskap, fysik och matematik, DFM, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-9064.
Full textLecei, Ivan [Verfasser]. "Modelling extremal dependence / Ivan Lecei." Ulm : Universität Ulm, 2018. http://d-nb.info/1173249745/34.
Full textJohnson, Jill Suzanne. ""Modelling Dependence in Extreme Environmental Events"." Thesis, University of Newcastle upon Tyne, 2010. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.525050.
Full textYu, Lanhua. "Risk management : modelling dependence between asset returns." Thesis, Imperial College London, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.420966.
Full textNavarrete, Miguel A. Ancona. "Dependence modelling and spatial prediction for extreme values." Thesis, Lancaster University, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.369658.
Full textKereszturi, Monika. "Assessing and modelling extremal dependence in spatial extremes." Thesis, Lancaster University, 2017. http://eprints.lancs.ac.uk/86369/.
Full textMenguturk, Levent Ali. "Information-based jumps, asymmetry and dependence in financial modelling." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/10953.
Full textCarreira, Inês Duarte. "Modelling dependence between frequency and severity of insurance claims." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14631.
Full textA estimação da perda individual é uma importante tarefa para calcular os preços das apólices de seguro. A abordagem padrão assume independência entre a frequência e a severidade dos sinistros, o que pode não ser uma suposição realística. Neste texto, a dependência entre números e montantes de sinistros é explorada, num contexto de Modelos Lineares Generalizados. Um modelo de severidade condicional e um modelo de Cópula são apresentados como alternativas para modelar esta dependência e posteriormente aplicados a um conjunto de dados fornecido por uma seguradora portuguesa. No final, a comparação com o cenário de independência é realizada.
The estimation of the individual loss is an important task to price insurance policies. The standard approach assumes independence between claim frequency and severity, which may not be a realistic assumption. In this text, the dependence between claim counts and claim sizes is explored, in a Generalized Linear Model framework. A Conditional severity model and a Copula model are presented as alternatives to model this dependence and later applied to a data set provided by a Portuguese insurance company. At the end, the comparison with the independence scenario is carried out.
info:eu-repo/semantics/publishedVersion
Werner, Christoph. "Structured expert judgement for dependence in probabilistic modelling of uncertainty : advances along the dependence elicitation process." Thesis, University of Strathclyde, 2018. http://digitool.lib.strath.ac.uk:80/R/?func=dbin-jump-full&object_id=30519.
Full textXia, Xinghua. "Essays on dependence modelling with vine copulas and its applications." Thesis, University of Leicester, 2018. http://hdl.handle.net/2381/42235.
Full textBooks on the topic "Dependence modelling"
1942-, Cooke Roger, ed. Uncertainty analysis with high dimensional dependence modelling. Chichester, England: Wiley, 2006.
Find full textKurowicka, Dorota, and Roger Cooke. Uncertainty Analysis with High Dimensional Dependence Modelling. Chichester, UK: John Wiley & Sons, Ltd, 2006. http://dx.doi.org/10.1002/0470863072.
Full textBreeze, Jonathan. Temperature and Frequency Dependence of Complex Permittivity in Metal Oxide Dielectrics: Theory, Modelling and Measurement. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-44547-2.
Full textShaw, Michelle. Temperature dependence of conformationally-averaged molecular surface areas and volumes for modelling log pow values. Sudbury, Ont: Laurentian University, 1998.
Find full textMüller, Gereon, Artemis Alexiadou, and Tibor Kiss. Local Modelling of Non-local Dependencies in Syntax. Berlin: De Gruyter, 2013.
Find full textKähkönen, Kalle. Modelling activity dependencies for building construction project scheduling. Espoo: Technical Research Centre of Finland, 1993.
Find full textAlexiadou, Artemis, Tibor Kiss, and Gereon Müller, eds. Local Modelling of Non-Local Dependencies in Syntax. Berlin, Boston: DE GRUYTER, 2012. http://dx.doi.org/10.1515/9783110294774.
Full textHabib, Ammari, Capdeboscq Yves 1971-, and Kang Hyeonbae, eds. Multi-scale and high-contrast PDE: From modelling, to mathematical analysis, to inversion : Conference on Multi-scale and High-contrast PDE:from Modelling, to Mathematical Analysis, to Inversion, June 28-July 1, 2011, University of Oxford, United Kingdom. Providence, R.I: American Mathematical Society, 2010.
Find full textAwrejcewicz, Jan, Anton V. Krysko, Maxim V. Zhigalov, and Vadim A. Krysko. Mathematical Modelling and Numerical Analysis of Size-Dependent Structural Members in Temperature Fields. Cham: Springer International Publishing, 2021. http://dx.doi.org/10.1007/978-3-030-55993-9.
Full textEngland) International DSM Conference (12th 2010 Cambridge. Managing complexity by modelling dependencies: Proceedings of the 12th International DSM Conference, Cambridge, UK, 22-23 July 2010. Munich, Germany: Hanser, 2010.
Find full textBook chapters on the topic "Dependence modelling"
Shevchenko, Pavel V. "Modelling Dependence." In Modelling Operational Risk Using Bayesian Inference, 235–71. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-15923-7_7.
Full textKushner, Harold J. "State Dependence." In Stochastic Modelling and Applied Probability, 305–39. New York, NY: Springer New York, 2001. http://dx.doi.org/10.1007/978-1-4613-0005-2_8.
Full textBenedini, Marcello, and George Tsakiris. "Temperature Dependence." In Water Quality Modelling for Rivers and Streams, 87–89. Dordrecht: Springer Netherlands, 2012. http://dx.doi.org/10.1007/978-94-007-5509-3_8.
Full textEllner, Stephen P., Dylan Z. Childs, and Mark Rees. "Density Dependence." In Lecture Notes on Mathematical Modelling in the Life Sciences, 111–38. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-28893-2_5.
Full textBoland, Philip J. "Modelling Dependence in Coherent Systems." In Reliability and Decision Making, 287–99. Boston, MA: Springer US, 1993. http://dx.doi.org/10.1007/978-1-4899-4459-7_16.
Full textRoy, Sisir. "Quantum Ontology and Context Dependence." In Decision Making and Modelling in Cognitive Science, 141–52. New Delhi: Springer India, 2016. http://dx.doi.org/10.1007/978-81-322-3622-1_8.
Full textD'Inverno, Mark, and Michael Luck. "A formal view of social dependence networks." In Distributed Artificial Intelligence Architecture and Modelling, 115–29. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/3-540-61314-5_25.
Full textKempson, Ruth. "Modelling Context-Dependence: Ellipsis in Conversational Dialogue." In Modeling and Using Context, 1–4. Berlin, Heidelberg: Springer Berlin Heidelberg, 2011. http://dx.doi.org/10.1007/978-3-642-24279-3_1.
Full textKoshelev, V. V., and N. N. Kolpakidi. "An Investigation of the Dependence of Structural Parameters of the Middle Atmosphere on the Intensity of Photochemical and Dynamical Processes." In Ionospheric Modelling, 381–401. Basel: Birkhäuser Basel, 1988. http://dx.doi.org/10.1007/978-3-0348-6532-6_9.
Full textMunková, Daša, Michal Munk, and L’udmila Adamová. "Modelling of Language Processing Dependence on Morphological Features." In ICT Innovations 2013, 77–86. Heidelberg: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-01466-1_7.
Full textConference papers on the topic "Dependence modelling"
Eickhoff, Carsten, Arjen P. de Vries, and Thomas Hofmann. "Modelling Term Dependence with Copulas." In SIGIR '15: The 38th International ACM SIGIR conference on research and development in Information Retrieval. New York, NY, USA: ACM, 2015. http://dx.doi.org/10.1145/2766462.2767831.
Full textKulakowski, Krzysztof, Krzysztof Malarz, and Malgorzata J. Krawczyk. "Heavy Context Dependence — Decisions Of Underground Soldiers." In 29th Conference on Modelling and Simulation. ECMS, 2015. http://dx.doi.org/10.7148/2015-0125.
Full textPetermann, Arne, and Alexander Simon. "Path Dependence In Hierarchical Organizations: The Influence Of Environmental Dynamics." In 30th Conference on Modelling and Simulation. ECMS, 2016. http://dx.doi.org/10.7148/2016-0040.
Full textPetermann, Arne, and Alexander Simon. "Path Dependence In Hierarchical Organizations: The Influence Of Environmental Dynamics." In 30th Conference on Modelling and Simulation. ECMS, 2016. http://dx.doi.org/10.7148/2016-0041.
Full textPetermann, Arne, and Alexander Simon. "The Influence Of Changing Environment For Path Dependence In Hierarchical Organizations." In 28th Conference on Modelling and Simulation. ECMS, 2014. http://dx.doi.org/10.7148/2014-0202.
Full text"Evaluating extremal dependence in stock markets using Extreme Value Theory." In 19th International Congress on Modelling and Simulation. Modelling and Simulation Society of Australia and New Zealand (MSSANZ), Inc., 2011. http://dx.doi.org/10.36334/modsim.2011.d6.singh2.
Full textPetermann, Arne, Stefan Klaußner, and Natalie Senf. "Organizational Path Dependence: The Prevalence Of Positive Feedback Economics In Hierarchical Organizations." In 26th Conference on Modelling and Simulation. ECMS, 2012. http://dx.doi.org/10.7148/2012-0721-0730.
Full textClegg, Richard G., Raul Landa, and Miguel Rio. "Criticisms of Modelling Packet Traffic Using Long-Range Dependence." In 2009 Proceedings of 18th International Conference on Computer Communications and Networks - ICCCN 2009. IEEE, 2009. http://dx.doi.org/10.1109/icccn.2009.5235309.
Full textKwon, Han-Seung, Artem Lenskiy, and Kseniya Koneva. "Trading Foreign Currencies Based on Long Range Dependence." In 2012 Fourth International Conference on Computational Intelligence, Modelling and Simulation (CIMSiM). IEEE, 2012. http://dx.doi.org/10.1109/cimsim.2012.73.
Full textFuerstenau, Daniel. "Agent-Based Simulation Analysis Of Path Dependence In Corporate IS Networks For Strategic IT Management." In 27th Conference on Modelling and Simulation. ECMS, 2013. http://dx.doi.org/10.7148/2013-0340.
Full textReports on the topic "Dependence modelling"
Haslett, John, and Adrian E. Raftery. Reply to the Discussion of Space-Time Modelling with Long-Memory Dependence: Assessing Ireland's Wind Resource. Fort Belvoir, VA: Defense Technical Information Center, October 1988. http://dx.doi.org/10.21236/ada201678.
Full textPhillips, Michael, James Glass, and Victor Zue. Modelling Context Dependency in Acoustic-Phonetic and Lexical Representations. Fort Belvoir, VA: Defense Technical Information Center, January 1991. http://dx.doi.org/10.21236/ada460564.
Full textRai, Suresh. Multiprocessing Systems: Reliability Modelling and Analysis Using Multimode Components and Dependent Failures. Fort Belvoir, VA: Defense Technical Information Center, October 1992. http://dx.doi.org/10.21236/ada264230.
Full textRen, W. Time-Dependent Deformation Modelling for a Chopped-Glass Fiber Composite for Automotive Durability Design Criteria. Office of Scientific and Technical Information (OSTI), August 2001. http://dx.doi.org/10.2172/788361.
Full textSandermann, Heinrich, Duncan Jr., and Thomas M. Lipid-Dependent Membrane Enzymes. Kinetic Modelling of the Activation of Protein Kinase C by Phosphatidylserine. Fort Belvoir, VA: Defense Technical Information Center, January 1991. http://dx.doi.org/10.21236/ada302987.
Full textAfrican Open Science Platform Part 1: Landscape Study. Academy of Science of South Africa (ASSAf), 2019. http://dx.doi.org/10.17159/assaf.2019/0047.
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