Bivariate survival models with Clayton aging functions

DOI10.1016/J.INSMATHECO.2004.12.003MaRDI QIDQ2567083zbMATH OpenOpenAlexFDO

Authors Bruno Bassan, F. Spizzichino

Publication date 29 September 2005

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2004.12.003

zbMATH Keywords

Archimedean copulasinvariance of aging under truncationlevel curves of survival functionssemi-copulas

Mathematics Subject Classification ID

Multivariate analysis (62H99) Survival analysis and censored data (62N99) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• An introduction to copulas. Properties and applications
• Bivariate Survival Models Induced by Frailties
• scientific article; zbMATH DE number 1907207 (Why is no real title available?)
• scientific article; zbMATH DE number 3225653 (Why is no real title available?)
• Inequalities: theory of majorization and its applications
• Lower tail dependence for Archimedean copulas: characterizations and pitfalls
• On the preservation of copula structure under truncation
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
• Truncation invariant dependence structures

Cited in

(16)

• A concept of duality for multivariate exchangeable survival models
• Supermigrative copulas and positive dependence
• Semi-copulas, capacities and families of level sets
• Supermigrative semi-copulas and triangular norms
• Exchangeable copulas
• Invariant dependence structure under univariate truncation
• Bivariate aging properties under Archimedean dependence structures
• On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
• Distorted Copulas: Constructions and Tail Dependence
• Copulas with truncation-invariance property
• Bounds for the Clayton copula
• A note on bivariate survival functions following a law of uniform seniority
• Integral transformation of a copula function
• Stochastic comparisons for time transformed exponential models
• Kendall distributions and level sets in bivariate exchangeable survival models
• Lower tail dependence for Archimedean copulas: characterizations and pitfalls

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