相关论文: Modelling comonotonic group-life under dependent d…

We establish a connection between dependence structures and subclasses of distortion riskmetrics under which the latter are additive. A new notion of positive dependence, called partial comonotonicity, is developed, which nests the existing…

The purpose of this paper is to characterize the concept of monotonicity according to a direction related to a set of n random variables in terms of its associated n-copula C. We start establishing relationships in the bivariate and…

Different dependence scenarios can arise in multivariate extremes, entailing careful selection of an appropriate class of models. In bivariate extremes, the variables are either asymptotically dependent or are asymptotically independent.…

We present a novel approach for extrapolating causal effects away from the margin between treatment and non-treatment in sharp regression discontinuity designs with multiple covariates. Our methods apply both to settings in which treatment…

We study an impact of a random environment on lifetimes of coherent systems with dependent components. There are two combined sources of this dependence. One results from the dependence of the components of the coherent system operating in…

We study stochastic ordering of system lifetimes with dependent and heterogeneous components whose marginal distributions are obtained through transformations of a common baseline. The dependence structure is modeled via Archimedean…

A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in…

Several collective risk models have recently been proposed by relaxing the widely used but controversial assumption of independence between claim frequency and severity. Approaches include the bivariate copula model, random effect model,…

A simple mathematical model is proposed to study the effect of the average trend of a population on the opinion of each individual, when a group decision has to be made by voting. It is shown that if such effect is strong enough a…

Considered a pair of random lifetimes whose dependence is described by a Time Transformed Exponential model, we provide analytical expressions for the distribution of their sum. These expressions are obtained by using a representation of…

How multicellular life forms evolved out from unicellular ones constitutes a major problem in our understanding of the evolution of our biosphere. A recent set of experiments involving yeast cell populations has shown that selection for…

Family history is usually seen as a significant factor insurance companies look at when applying for a life insurance policy. Where it is used, family history of cardiovascular diseases, death by cancer, or family history of high blood…

When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of the many concerns. Archimax copulas appear as successful candidates in case of asymptotic dependence. In this paper, the class of Archimax…

Shape constraints enable us to reflect prior knowledge in regression settings. A unimodality constraint, for example, can describe the frequent case of a first increasing and then decreasing intensity. Yet, data shapes often exhibit…

Most population models assume that individuals within a given population are identical, that is, the fundamental role of variation is ignored. Here we develop a general approach to modeling heterogeneous populations with discrete…

The study of multivariate extremes is dominated by multivariate regular variation, although it is well known that this approach does not provide adequate distinction between random vectors whose components are not always simultaneously…

Longitudinal and survival sub-models are two building blocks for joint modelling of longitudinal and time to event data. Extensive research indicates separate analysis of these two processes could result in biased outputs due to their…

We introduce and analyse an individual-based evolutionary model, in which a population of genetically diverse organisms compete with each other for limited resources. Through theoretical analysis and stochastic simulations, we show that the…

Causal decomposition depicts a cause-effect relationship that is not based on the concept of prediction, but based on the phase dependence of time series. It has been validated in both stochastic and deterministic systems and is now…

This paper introduces a novel decomposition framework to explain heterogeneity in causal effects observed across different studies, considering both observational and randomized settings. We present a formal decomposition of between-study…