Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 67, No. 1 (2005), pp. 63-78 (16 pages) The literature on multivariate linear regression includes multivariate normal ...

When two binary responses are measured for each study subject across time, it may be of interest to model how the bivariate associations and marginal univariate risks involving the two responses ...

The bivariate spread-loss portfolio is a two-dimensional dynamic model of interacting portfolio-level loss and loss intensity processes. It is constructed as a Markovian, short-rate intensity model, ...