Dependence for Archimedean Copulas and Aging Properties of Their Generating Functions
نویسندگان
چکیده
This paper details the correspondence between various dependence concepts and stochastic orderings for an Archimedean copula Cφ(x, y) = φ −1{φ(x) + φ(y)} and the aging properties of the corresponding life distribution Fφ(t) = 1− φ−1(t). Various applications of the results are given. AMS (2000) subject classification. Primary 62H05, 62H20; secondary 62N05.
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