{"id":"https://openalex.org/W4236503117","doi":"https://doi.org/10.1017/s0021900200113154","title":"On the singular components of a copula","display_name":"On the singular components of a copula","publication_year":2015,"publication_date":"2015-12-01","ids":{"openalex":"https://openalex.org/W4236503117","doi":"https://doi.org/10.1017/s0021900200113154"},"language":"en","primary_location":{"id":"doi:10.1017/s0021900200113154","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200113154","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5071731167","display_name":"Fabrizio Durante","orcid":"https://orcid.org/0000-0002-4899-1080"},"institutions":[{"id":"https://openalex.org/I171543936","display_name":"Free University of Bozen-Bolzano","ror":"https://ror.org/012ajp527","country_code":"IT","type":"education","lineage":["https://openalex.org/I171543936"]}],"countries":["IT"],"is_corresponding":true,"raw_author_name":"Fabrizio Durante","raw_affiliation_strings":["Free University of Bozen-Bolzano"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Free University of Bozen-Bolzano","institution_ids":["https://openalex.org/I171543936"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5003558655","display_name":"Juan Fern\u00e1ndez S\u00e1nchez","orcid":"https://orcid.org/0000-0002-2577-8404"},"institutions":[{"id":"https://openalex.org/I52354020","display_name":"University of Almer\u00eda","ror":"https://ror.org/003d3xx08","country_code":"ES","type":"education","lineage":["https://openalex.org/I52354020"]}],"countries":["ES"],"is_corresponding":true,"raw_author_name":"Juan Fern\u00e1ndez-S\u00e1nchez","raw_affiliation_strings":["Universidad de Almer\u00eda"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universidad de Almer\u00eda","institution_ids":["https://openalex.org/I52354020"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5010888149","display_name":"Wolfgang Trutschnig","orcid":"https://orcid.org/0000-0002-7131-1944"},"institutions":[{"id":"https://openalex.org/I182212641","display_name":"University of Salzburg","ror":"https://ror.org/05gs8cd61","country_code":"AT","type":"education","lineage":["https://openalex.org/I182212641"]}],"countries":["AT"],"is_corresponding":true,"raw_author_name":"Wolfgang Trutschnig","raw_affiliation_strings":["University of Salzburg"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"University of Salzburg","institution_ids":["https://openalex.org/I182212641"]}]}],"institutions":[],"countries_distinct_count":3,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5003558655","https://openalex.org/A5010888149","https://openalex.org/A5071731167"],"corresponding_institution_ids":["https://openalex.org/I171543936","https://openalex.org/I182212641","https://openalex.org/I52354020"],"apc_list":null,"apc_paid":null,"fwci":1.1203,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.9040092,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"52","issue":"04","first_page":"1175","last_page":"1182"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12011","display_name":"Insurance, Mortality, Demography, Risk Management","score":0.994700014591217,"subfield":{"id":"https://openalex.org/subfields/3317","display_name":"Demography"},"field":{"id":"https://openalex.org/fields/33","display_name":"Social Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10968","display_name":"Statistical Distribution Estimation and Applications","score":0.9929999709129333,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.8488442301750183},{"id":"https://openalex.org/keywords/copula","display_name":"Copula (linguistics)","score":0.8414055109024048},{"id":"https://openalex.org/keywords/multivariate-statistics","display_name":"Multivariate statistics","score":0.6305907368659973},{"id":"https://openalex.org/keywords/default","display_name":"Default","score":0.5661110877990723},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.5230544805526733},{"id":"https://openalex.org/keywords/joint-probability-distribution","display_name":"Joint probability distribution","score":0.48481622338294983},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4554464817047119},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.44414636492729187},{"id":"https://openalex.org/keywords/component","display_name":"Component (thermodynamics)","score":0.4339231252670288},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.33256056904792786},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.27173763513565063},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.0804767906665802}],"concepts":[{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.8488442301750183},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.8414055109024048},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.6305907368659973},{"id":"https://openalex.org/C69637215","wikidata":"https://www.wikidata.org/wiki/Q702362","display_name":"Default","level":2,"score":0.5661110877990723},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.5230544805526733},{"id":"https://openalex.org/C18653775","wikidata":"https://www.wikidata.org/wiki/Q1333358","display_name":"Joint probability distribution","level":2,"score":0.48481622338294983},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4554464817047119},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.44414636492729187},{"id":"https://openalex.org/C168167062","wikidata":"https://www.wikidata.org/wiki/Q1117970","display_name":"Component (thermodynamics)","level":2,"score":0.4339231252670288},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.33256056904792786},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.27173763513565063},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.0804767906665802},{"id":"https://openalex.org/C97355855","wikidata":"https://www.wikidata.org/wiki/Q11473","display_name":"Thermodynamics","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1017/s0021900200113154","is_oa":false,"landing_page_url":"https://doi.org/10.1017/s0021900200113154","pdf_url":null,"source":{"id":"https://openalex.org/S160779208","display_name":"Journal of Applied Probability","issn_l":"0021-9002","issn":["0021-9002","1475-6072"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Applied Probability","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320325400","display_name":"Libera Universit\u00e0 di Bolzano","ror":"https://ror.org/012ajp527"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":9,"referenced_works":["https://openalex.org/W92612963","https://openalex.org/W1983748783","https://openalex.org/W2001118453","https://openalex.org/W2083655012","https://openalex.org/W2090432412","https://openalex.org/W2092201950","https://openalex.org/W2144519710","https://openalex.org/W2151606702","https://openalex.org/W2170471521"],"related_works":["https://openalex.org/W2178773193","https://openalex.org/W4387164954","https://openalex.org/W3124913437","https://openalex.org/W4292179272","https://openalex.org/W4254184784","https://openalex.org/W2057512905","https://openalex.org/W2368545092","https://openalex.org/W4206608468","https://openalex.org/W2076608411","https://openalex.org/W2353733188"],"abstract_inverted_index":{"We":[0],"analyze":[1],"copulas":[2,21],"with":[3,22,34,48],"a":[4,23,49,55],"nontrivial":[5],"singular":[6,25],"component":[7],"by":[8],"using":[9],"their":[10],"Markov":[11],"kernel":[12],"representation.":[13],"In":[14],"particular,":[15],"we":[16],"provide":[17,54],"existence":[18],"results":[19],"for":[20],"prescribed":[24],"component.":[26],"The":[27],"constructions":[28],"not":[29],"only":[30],"help":[31],"to":[32,37],"deal":[33],"problems":[35],"related":[36],"multivariate":[38],"stochastic":[39],"systems":[40],"of":[41,60],"lifetimes":[42],"when":[43],"joint":[44,61],"defaults":[45],"can":[46],"occur":[47],"nonzero":[50],"probability,":[51],"but":[52],"even":[53],"copula":[56],"maximizing":[57],"the":[58],"probability":[59],"default.":[62]},"counts_by_year":[{"year":2021,"cited_by_count":1},{"year":2015,"cited_by_count":1}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}
