Convex densities and their financial applications
Artikis, Theodore, Artikis, George (1988)
Portugaliae mathematica
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Artikis, Theodore, Artikis, George (1988)
Portugaliae mathematica
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Olapade, A.K. (2004)
International Journal of Mathematics and Mathematical Sciences
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Sayed Mohsen Mirhosseini, Mohammad Amini, Ali Dolati (2015)
Applications of Mathematics
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In this paper, we study a general structure for the so-called Farlie-Gumbel-Morgenstern (FGM) family of bivariate distributions. Through examples we show how to use the proposed structure to study dependence properties of the FGM type distributions by a general approach.
Artikis, Theodore (1983-1984)
Portugaliae mathematica
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Ressel, Paul (2002)
Electronic Communications in Probability [electronic only]
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Oldřich Kropáč (1982)
Aplikace matematiky
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In the paper the basic analytical properties of the MacDonald function (the modified Bessel function of the second kind) are summarized and the properties of some subclasses of distribution functions based on MacDonald function, especially of the types and are discussed. The distribution functions mentioned are useful for analytical modelling of composed (mixed) distributions, especially for products of random variables having distributions of the exponential type. Extensive and...
Leszek Knopik (2006)
Control and Cybernetics
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