Stochastic comparisons for time transformed exponential models
نویسندگان
چکیده
منابع مشابه
Copulæ and residual lifetimes in time transformed exponential models
We consider bivariate exchangeable lifetimes, and we take into account residual lifetimes. We see how their dependence and, often, their multivariate aging, can be described in terms of copulæ. We study the evolution of dependence as time elapses, especially in the case of time transformed exponential models, where the associated copulæ are Archimedean.
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2010
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2009.11.006