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Stochastic Models Volume 26, 2010 - Issue 2
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Original Articles

On the Construction of Bivariate Exponential Distributions with an Arbitrary Correlation Coefficient

Mogens Bladt Instituto de Investigacion en Matematicas Aplicadas y en Sistemas, Universidad Nacional Autonoma de Mexico, Mexico, MexicoCorrespondence[email protected]
&
Bo Friis Nielsen Department of Informatics and Mathematical Modelling, Technical University of Denmark, Kgs. Lyngby, Denmark
Pages 295-308 | Received 26 May 2009, Accepted 07 Nov 2009, Published online: 29 Apr 2010

Citations (13)

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Mogens Bladt, Bo Friis Nielsen & Oscar Peralta. (2019) Parisian types of ruin probabilities for a class of dependent risk-reserve processes. Scandinavian Actuarial Journal 2019:1, pages 32-61.
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E. S. Badila, O. J. Boxma & J. A. C. Resing. (2014) Queues and Risk Processes with Dependencies. Stochastic Models 30:3, pages 390-419.
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Qi-Ming He, Hanqin Zhang & JuanC. Vera. (2012) On Some Properties of Bivariate Exponential Distributions. Stochastic Models 28:2, pages 187-206.
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Articles from other publishers (10)

Peter Buchholz & Andreas Blume. (2022) Dynamic Fault Trees with Correlated Failure Times - Modeling and Efficient Analysis -. Dynamic Fault Trees with Correlated Failure Times - Modeling and Efficient Analysis -.
Peter Buchholz. (2022) On the Representation of Correlated Exponential Distributions by Phase Type Distributions. ACM SIGMETRICS Performance Evaluation Review 49:3, pages 73-78.
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Hansjörg Albrecher, Martin Bladt & Mogens Bladt. (2020) Multivariate matrix Mittag–Leffler distributions. Annals of the Institute of Statistical Mathematics 73:2, pages 369-394.
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Andreas Blume, Peter Buchholz & Clara Scherbaum. 2020. Quantitative Evaluation of Systems. Quantitative Evaluation of Systems 175 192 .
Eduard Jorswieck & Pin-Hsun Lin. (2019) Ultra-Reliable Multi-Connectivity With Negatively Dependent Fading Channels. Ultra-Reliable Multi-Connectivity With Negatively Dependent Fading Channels.
Hélène Cossette, Etienne Marceau & Samuel Perreault. (2015) On two families of bivariate distributions with exponential marginals: Aggregation and capital allocation. Insurance: Mathematics and Economics 64, pages 214-224.
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Vanja M. Dukic & Nevena Marić. (2013) Minimum correlation in construction of multivariate distributions. Physical Review E 87:3.
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Peter Buchholz, Iryna Felko & Jan Kriege. 2013. Analytical and Stochastic Modeling Techniques and Applications. Analytical and Stochastic Modeling Techniques and Applications 96 111 .
Guodong Pang & Ward Whitt. (2012) INFINITE-SERVER QUEUES WITH BATCH ARRIVALS AND DEPENDENT SERVICE TIMES. Probability in the Engineering and Informational Sciences 26:2, pages 197-220.
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Jasmin Berdel & Christian Hipp. (2011) Convolutions of multivariate phase-type distributions. Insurance: Mathematics and Economics 48:3, pages 374-377.
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