Construction of Asymmetric Copulas and Its Application in Two-Dimensional Reliability Modelling

@article{Wu2014ConstructionOA,
  title={Construction of Asymmetric Copulas and Its Application in Two-Dimensional Reliability Modelling},
  author={Shaomin Wu},
  journal={Econometrics: Econometric Model Construction},
  year={2014}
}
  • Shaomin Wu
  • Published 23 April 2014
  • Computer Science
  • Econometrics: Econometric Model Construction
Construction of bivariate asymmetric copulas
TLDR
A method to construct a new class of bivariate asymmetric copulas based on products of symmetric (sometimes asymmetric) copulas with powered arguments is discussed in order to determine if the proposed construction can offer an added value for modeling asymmetric bivariate data.
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Field reliability modeling based on two-dimensional warranty data with censoring times
ABSTRACT Warranty data can be used for estimating product reliability, identifying causes of failure and designing warranty policy. Based on two-dimensional warranty data, we utilize an accelerated
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References

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Construction of asymmetric multivariate copulas
Analysis of field data under two-dimensional warranty
New Families of Copulas Based on Periodic Functions
TLDR
A way to construct copulas based on periodic functions is introduced, study the two-dimensional case based on one dependence parameter and then provide a way to extend the construction to the n-dimensional framework, implying possibly asymmetric relations.
Crisis and risk dependencies
Methods for the estimation of failure distributions and rates from automobile warranty data
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This work proposes a family of models that relates failure to time and mileage accumulation and methods for fitting the models based on warranty data and supplementary information about mileage accumulation are presented.
Tail order and intermediate tail dependence of multivariate copulas
An Introduction to Copulas
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This book discusses the fundamental properties of copulas and some of their primary applications, which include the study of dependence and measures of association, and the construction of families of bivariate distributions.
Copulas: A Personal View
Copula modeling has taken the world of finance and insurance, and well beyond, by storm. Why is this? In this article, I review the early start of this development, discuss some important current
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