In hydrological practice, individual elements of the cycle are most often estimated and evaluated separately. Uncertainty in size estimation extrema discharges their return period can affect statistical assessment significance floods. One example is simultaneous occurrence joining extremes at confluence rivers. The paper dealt with evaluation two independent variables joint probabilities occurr...

We study an n-player game with random payoffs and continuous strategy sets. The payoff function of each player is defined by its expected value the set a joint chance constraint. constraint vectors defining are dependent follow elliptically symmetric distributions. Archimedean copula used to capture dependence among vectors. propose reformulation player. Under mild assumptions on players’ funct...

Analyzing the future values of anticipated claims is essential in order for insurance companies to avoid major losses caused by prospective claims. This study proposes a novel three-parameter compound Lomax extension. The new density can be "monotonically declining", "symmetric", "bimodal-asymmetric", "asymmetric with right tail", wide peak" or left tail". hazard rate take following shapes: "J-...

BACKGROUND An important issue in prediction modeling of multivariate data is the measure of dependence structure. The use of Pearson's correlation as a dependence measure has several pitfalls and hence application of regression prediction models based on this correlation may not be an appropriate methodology. As an alternative, a copula based methodology for prediction modeling and an algorithm...

In this research work, copula-based methodology is adopted to analyze the hydrological drought frequency. Standardized Runoff Index SRI was calculated using monthly-streamflow data for 50 years of two gauging stations in northern region Iraq. The duration and severity were extracted run theory. Three Archimedean family Gaussian copulas used compared select most appropriate copula model bivariat...

The purpose of this study is to propose a multi-attribute group decision-making (MAGDM) method for online education live platform selection based on proposed novel aggregation operators (AOs) under linguistic intuitionistic cubic fuzzy set (LICFS). First, the Archimedean copula and co-copula are extended handle information (LICFI) operational law variables (LICFVs) (EC) (ECC) given. In addition...

Lévy copulas are an important tool which can be used to build dependent processes. In a classical setting, they have been model financial applications. Bayesian framework employed introduce nonparametric priors allow heterogeneous data. This paper focuses on introducing new class of based subordinators recently appeared in the literature, called compound random measures. The well-known Clayton ...

Inspired by the cross-ratio proposed Clayton, we study a new risk ratio to describe relation between components of random vector (T1,T2). It is conditional hazard rate function T1 at t1, given that T2≥t2 and T2<t2. A nonparametric estimator its asymptotic distribution obtained using Bernstein smoothing for survival copula (T1,T2) derivatives. The finite sample performance studied via simulation...

This paper examines the hedging effectiveness of gold futures for the stock market in minimizing variance and downside risks, including value at risk and expected shortfall using data from the Iran emerging capital market during four different sub-periods from December 2008 to August 2018. We employ dynamic conditional correlation models including VARMA-BGARCH (DCC, ADCC, BEKK, and ABEKK) and c...