Practical approach to dependence modelling using copulas

Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability

Volumn 223, Issue 4, 2009, Pages 347-361

  Dutfoy, A ^a   Lebrun, R ^b  

^a EDF R AND D   (France)

^b AIRBUS GROUP INNOVATIONS   (Germany)

Author keywords

Copula; Dependence information; Dependence modelling; Measure of association

Indexed keywords

LINEAR CORRELATION COEFFICIENT; NEW CONCEPT; NUMERICAL SIMULATION; RANDOM INPUT; RANDOM VECTORS; RELIABILITY LEVEL; STOCHASTIC DEPENDENCE; THEORETICAL POINTS;

COMPUTER SIMULATION;

STOCHASTIC SYSTEMS;

EID: 77149150907     PISSN: 1748006X     EISSN: 17480078     Source Type: Journal    
DOI: 10.1243/1748006XJRR226     Document Type: Article

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