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Title Modeling and evaluating the distribution of the output quantity in measurement models with copula dependent input quantities Author info Viktor Witkovský, Gejza Wimmer ... [et al.] Author Witkovský Viktor (20%)
Co-authors Wimmer Gejza 1949- (16%) UMBFP10 - Katedra matematiky
Ďurišová Zuzana (16%)
Ďuriš Stanislav (16%)
Palenčár Rudolf (16%)
Palenčár Jakub (16%)
Source document Advanced mathematical and computational tools in metrology and testing XI : series on advances in mathematics for applied sciences : conference proceedings AMCTM 2017, 29. -31. 08. 2017, Glasgow, 89 - volume. S. 409-416. - Singapore : World Scientific Publishing, 2018 ; Advanced mathematical and computational tools in metrology and testing AMCTM 2017 Keywords copula modeling metóda Monte Carlo (matematika) - simulačná metóda Monte Carlo - Monte Carlo method functional approach Language English Country Singapore systematics 51 Annotation Správna analýza neistôt v metrológii si mnohokrát vyžaduje model s nelineárnymi rovnicami merania a netriviálnou združenou mnohorozmernou distribučnou funkciou vstupných veličín. V príspevku sa dáva dôraz na výhody prístupu vzorkovania z distribúcie výstupných veličín cez charakteristické funkcie založenom na distribúcii typu kopula vstupných veličín s marginálnymi distribúciami daného konvolučného typu. Proper uncertainty analysis in metrology frequently requires using model with a nonlinear measurement equations and non-trivial joint multivariate distribution of the input quantities. In the paper we emphasize the advantage of using the Characteristic Function Approach for sampling from the distribution of the output quantities, based on the joint copula-type distribution of the input quantities with given convolution-type marginal distributions. Public work category AFC No. of Archival Copy 43937 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ 
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Title Annuity valuation by copulas Author info Jana Špirková Author Špirková 1962- Jana (100%) UMBEF05 - Katedra kvantitatívnych metód a informačných systémov
Source document FSTA 2014 : abstracts of the twelfth international conference on fuzzy set theory and applications, Liptovský Ján, January 28 - 31, 2014. S. 107. - Liptovský Mikuláš : Akadémia ozbrojených síl generála Milana Rastislava Štefánika, 2014 / Klement Erich Peter ; Struk Peter ; Mesiar Radko ; FSTA 2012 international conference on fuzzy set theory and applications Keywords annuity valuation models of dependent mortality copula modeling rizikové faktory - risk factors Language English Country Slovak Republic systematics 51 Public work category AFH No. of Archival Copy 30189 Catal.org. BB301 - Univerzitná knižnica Univerzity Mateja Bela v Banskej Bystrici Database xpca - PUBLIKAČNÁ ČINNOSŤ unrecognised