Bivariate Kaminsky's functional equations and their probability solutions generated by line integral approach: a new modeling tool for risks under dependencies (2025)
- Authors:
- Autor USP: KOLEV, NIKOLAI VALTCHEV - IME
- Unidade: IME
- Subjects: DISTRIBUIÇÕES (PROBABILIDADE); RISCO
- Keywords: Bivariate continuous distributions; characterization; conditional value of risk; copula; dependence function; functional equation; hazard gradient vector; line integral
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título: International Journal of Sustainability and Risk Control
- ISSN: 3104-834X
- Volume/Número/Paginação/Ano: v. 1, n. 1, p. 1-9, 2025
-
ABNT
KOLEV, Nikolai e DIMITROV, Boyan. Bivariate Kaminsky's functional equations and their probability solutions generated by line integral approach: a new modeling tool for risks under dependencies. International Journal of Sustainability and Risk Control, v. 1, n. 1, p. 1-9, 2025Tradução . . Disponível em: https://ijsrc.com/index.php/ijsrc/article/view/4/2. Acesso em: 24 fev. 2026. -
APA
Kolev, N., & Dimitrov, B. (2025). Bivariate Kaminsky's functional equations and their probability solutions generated by line integral approach: a new modeling tool for risks under dependencies. International Journal of Sustainability and Risk Control, 1( 1), 1-9. Recuperado de https://ijsrc.com/index.php/ijsrc/article/view/4/2 -
NLM
Kolev N, Dimitrov B. Bivariate Kaminsky's functional equations and their probability solutions generated by line integral approach: a new modeling tool for risks under dependencies [Internet]. International Journal of Sustainability and Risk Control. 2025 ; 1( 1): 1-9.[citado 2026 fev. 24 ] Available from: https://ijsrc.com/index.php/ijsrc/article/view/4/2 -
Vancouver
Kolev N, Dimitrov B. Bivariate Kaminsky's functional equations and their probability solutions generated by line integral approach: a new modeling tool for risks under dependencies [Internet]. International Journal of Sustainability and Risk Control. 2025 ; 1( 1): 1-9.[citado 2026 fev. 24 ] Available from: https://ijsrc.com/index.php/ijsrc/article/view/4/2 - New characterizations of bivariate discrete Schur-constant models
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
- Run and frequency quotas in a multi-state Markov Chain
- A new notion of bivariate lack of memory property
- Bayesian analysis of the extended Marshall-Olkin model
- Relative Importance of Risk Sources in Insurance Systems, Edward W. Frees, April 1998
- A modified Marshall-Olkin bivariate exponential distribution
- Beta transformation. Beta type self-decomposability and related characterizations
- A simple relation between the Leimkuhler curve and the mean residual life
- Copulas: A review and recent developments
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