{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2023,4,26]],"date-time":"2023-04-26T10:17:00Z","timestamp":1682504220468},"reference-count":19,"publisher":"Cambridge University Press (CUP)","issue":"04","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J. Appl. Probab."],"published-print":{"date-parts":[[2015,12]]},"abstract":"<jats:p>We analyze copulas with a nontrivial singular component by using their Markov kernel representation. In particular, we provide existence results for copulas with a prescribed singular component. The constructions not only help to deal with problems related to multivariate stochastic systems of lifetimes when joint defaults can occur with a nonzero probability, but even provide a copula maximizing the probability of joint default.<\/jats:p>","DOI":"10.1017\/s0021900200113154","type":"journal-article","created":{"date-parts":[[2016,3,30]],"date-time":"2016-03-30T20:26:57Z","timestamp":1459369617000},"page":"1175-1182","source":"Crossref","is-referenced-by-count":1,"title":["On the singular components of a copula"],"prefix":"10.1017","volume":"52","author":[{"given":"Fabrizio","family":"Durante","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Juan","family":"Fern\u00e1ndez-S\u00e1nchez","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Wolfgang","family":"Trutschnig","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2016,3,30]]},"reference":[{"key":"S0021900200113154_ref1","volume-title":"Probability and Measure Theory,","year":"2000"},{"key":"S0021900200113154_ref3","doi-asserted-by":"publisher","DOI":"10.1016\/j.fss.2012.04.005"},{"key":"S0021900200113154_ref19","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2013.09.032"},{"key":"S0021900200113154_ref18","doi-asserted-by":"publisher","DOI":"10.1016\/j.jspi.2012.07.017"},{"key":"S0021900200113154_ref17","volume-title":"Coupling, Stationarity, and Regeneration.","year":"2000"},{"key":"S0021900200113154_ref16","doi-asserted-by":"publisher","DOI":"10.1002\/asmb.1917"},{"key":"S0021900200113154_ref15","doi-asserted-by":"publisher","DOI":"10.1002\/asmb.819"},{"key":"S0021900200113154_ref9","volume-title":"Multivariate Models and Dependence Concepts","year":"1997"},{"key":"S0021900200113154_ref14","first-page":"333","volume-title":"Topics in Statistical Simulation,","year":"2014"},{"key":"S0021900200113154_ref8","volume-title":"Copula Theory and Its Applications","year":"2010"},{"key":"S0021900200113154_ref13","volume-title":"Simulating Copulas","year":"2012"},{"key":"S0021900200113154_ref7","volume-title":"Copulae in Mathematical and Quantitative Finance","year":"2013"},{"key":"S0021900200113154_ref12","doi-asserted-by":"publisher","DOI":"10.1090\/S0002-9939-1973-0314124-4"},{"key":"S0021900200113154_ref6","doi-asserted-by":"publisher","DOI":"10.1016\/j.insmatheco.2004.12.004"},{"key":"S0021900200113154_ref11","volume-title":"Foundations of Modern Probability,","year":"2002"},{"key":"S0021900200113154_ref5","doi-asserted-by":"publisher","DOI":"10.1016\/j.jmaa.2008.11.064"},{"key":"S0021900200113154_ref10","volume-title":"Dependence Modeling with Copulas.","year":"2015"},{"key":"S0021900200113154_ref4","doi-asserted-by":"publisher","DOI":"10.1017\/S026996480999026X"},{"key":"S0021900200113154_ref2","first-page":"131","volume-title":"Combining Soft Computing and Statistical Methods in Data Analysis (Adv. Intelligent Soft Comput. 77)","year":"2010"}],"container-title":["Journal of Applied Probability"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0021900200113154","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,4,26]],"date-time":"2023-04-26T09:41:50Z","timestamp":1682502110000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0021900200113154\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2015,12]]},"references-count":19,"journal-issue":{"issue":"04","published-print":{"date-parts":[[2015,12]]}},"alternative-id":["S0021900200113154"],"URL":"https:\/\/doi.org\/10.1017\/s0021900200113154","relation":{},"ISSN":["0021-9002","1475-6072"],"issn-type":[{"value":"0021-9002","type":"print"},{"value":"1475-6072","type":"electronic"}],"subject":[],"published":{"date-parts":[[2015,12]]}}}