We propose a new archimedean copula model for bivariate survival data that is motivated by Dabrowska's (1988) measure of association. The model can represent negatively correlated or moderately ...

This paper presents a general framework based on copulas for modeling dependent multivariate uncertainties through the use of a decision tree. The proposed dependent decision tree model allows ...

All too often, measuring statistical dependencies between financial time series is reduced to the study of a linear correlation coefficient. However, this may not capture all facets of reality. We ...