Competing risks driven by Mittag-Leffler distributions, under copula and time transformed exponential model

DOI10.1007/S11587-016-0304-XzbMath1386.60049OpenAlexW2509000746WikidataQ115602066 ScholiaQ115602066MaRDI QIDQ1683898

Alessandra Meoli, Antonio Di Crescenzo

Publication date: 1 December 2017

Published in: Ricerche di Matematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11587-016-0304-x

zbMATH Keywords

copulacompeting risksfractional momentsTTE modelnew worse than usedcause specific hazard rateMittag-Leffler densityrandom number of risks

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Reliability and life testing (62N05)

Related Items (1)

Competing risks and shock models governed by a generalized bivariate Poisson process

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