Lifetime dependence models generated by multiply monotone functions
DOI10.1080/03461238.2017.1405840zbMath1398.62127OpenAlexW2772180772MaRDI QIDQ4583623
Zinoviy Landsman, Daniel H. Alai
Publication date: 31 August 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://kar.kent.ac.uk/64924/1/Alai%20and%20Landsman%20%282017%29%20Lifetime%20Dependence%20Models%20Generated%20by%20Multiply%20Monotone%20Functions.pdf
Weibull distributionPareto distributionmultiply monotone functionsArchimedean survival copulasmultivariate truncation
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Some properties of Schur-constant survival models and their copulas
- Tail conditional expectation for the multivariate Pareto distribution of the second kind: Another approach
- On a multivariate Pareto distribution
- Multiply monotone functions and their Laplace transforms
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- An introduction to copulas. Properties and applications
- Sample quantiles and additive statistics: Information, sufficiency, estimation
- Modelling lifetime dependence for older ages using a multivariate Pareto distribution
- Statistical Inference Procedures for Bivariate Archimedean Copulas
- Multivariate Pareto portfolios: TCE-based capital allocation and divided differences
- Multivariate Pareto Distributions
- A generalization of multivariate Pareto distributions: tail risk measures, divided differences and asymptotics
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- Understanding Relationships Using Copulas
This page was built for publication: Lifetime dependence models generated by multiply monotone functions
