| Title: | Marshall-Olkin copulas revisited |
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| Authors: | ID Košir, Tomaž (Author)
ID Lazić, Petra (Author)
ID Omladič, Matjaž (Author) |
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| Files: |  PDF - Presentation file, download (928,11 KB)
MD5: 66EA14976A2792B87A108D2C6BE9AA42
 URL - Source URL, visit https://link.springer.com/article/10.1007/s00009-026-03135-x
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| Language: | English |
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| Typology: | 1.01 - Original Scientific Article |
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| Organization: |  IMFM - Institute of Mathematics, Physics, and Mechanics
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| Abstract: | Almost 70-year-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. |
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| Keywords: | copulas, dependence concepts, shock models, extreme points |
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| Publication status: | Published |
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| Publication version: | Version of Record |
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| Publication date: | 01.06.2026 |
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| Year of publishing: | 2026 |
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| Number of pages: | 18 str. |
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| Numbering: | Vol. 23, iss. 4, article no. 142 |
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| PID: | 20.500.12556/DiRROS-29861  |
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| UDC: | 519.2 |
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| ISSN on article: | 1660-5446 |
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| DOI: | 10.1007/s00009-026-03135-x |
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| COBISS.SI-ID: | 280873475 |
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| Publication date in DiRROS: | 08.06.2026 |
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| Views: | 99 |
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| Downloads: | 60 |
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