Kendall distributions and level sets in bivariate exchangeable survival models

被引：29

作者：

Nappo, Giovanna ^{[1
]}

Spizzichino, Fabio ^{[1
]}

机构：

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

来源：

INFORMATION SCIENCES | 2009年 / 179卷 / 17期

关键词：

Survival copulas; Bivariate aging functions; Semi-copulas; Archimedean copulas; Associative copulas; Bivariate VaR-curves;

D O I：

10.1016/j.ins.2009.02.007

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

For a given bivariate survival function F, we study the relations between the set of the level curves of (F) over bar and the Kendall distribution. Then we characterize the survival models simultaneously admitting a specified Kendall distribution and a specified set of level curves. Attention will be restricted to exchangeable survival models. (C) 2009 Elsevier Inc. All rights reserved.

引用

页码：2878 / 2890

页数：13

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