Bivariate survival models with Clayton aging functions

被引：16

作者：

Bassan, B ^{[1
]}

Spizzichino, F ^{[1
]}

机构：

[1] Univ Roma La Sapienza, Dept Math, I-00185 Rome, Italy

来源：

INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 01期

关键词：

archimedean copulas; invariance of aging under truncation; level curves of survival functions; semi-copulas;

D O I：

10.1016/j.insmatheco.2004.12.003

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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.

引用

页码：6 / 12

页数：7

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