Bivariate survival models with Clayton aging functions [An article from: Insurance Mathematics and Economics]
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Book Details
Author(s)Bassan, B.
ISBN / ASINB000RR56F0
ISBN-13978B000RR56F1
AvailabilityIn Stock
MarketplaceUnited States 🇺🇸
Description
This digital document is a journal article from Insurance Mathematics and Economics, published by Elsevier in . The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
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.
Description:
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.
