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EnglishIn some recent papers, the authors considered a function B that describes the level curves of an exchangeable bivariate survival function F. The function B permits the analysis of several "multivariate aging properties" of F. In this paper, the authors consider survival models characterized by the condition that B is a Clayton copula and analyze a related invariance property. This property concerns the family of level curves of the joint survival function of residual lifetimes, when "ages" are increasing. (c) 2005 Elsevier B.V. All rights reserved.
http://hdl.handle.net/11573/40854| Titolo: | Bivariate survival models with Clayton aging functions |
| Autori interni: | SPIZZICHINO, Fabio |
| Data di pubblicazione: | 2005 |
| Rivista: | INSURANCE MATHEMATICS & ECONOMICS |
| Abstract: | In some recent papers, the authors considered a function B that describes the level curves of an exchangeable bivariate survival function F. The function B permits the analysis of several "multivariate aging properties" of F. In this paper, the authors consider survival models characterized by the condition that B is a Clayton copula and analyze a related invariance property. This property concerns the family of level curves of the joint survival function of residual lifetimes, when "ages" are increasing. (c) 2005 Elsevier B.V. All rights reserved. |
| Handle: | http://hdl.handle.net/11573/40854 |
| Appare nelle tipologie: | 01.a Pubblicazione su Rivista |
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