On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models

DOI10.1007/S00184-014-0485-9MaRDI QIDQ479505zbMATH OpenOpenAlexFDO

Authors Yinping You, Xiaohu Li, Narayanaswamy Balakrishnan

Publication date 5 December 2014

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00184-014-0485-9

zbMATH Keywords

stochastic orderGMO modelmarjorizationRTITTE model

Mathematics Subject Classification ID

Reliability and life testing (62N05) Statistics of extreme values; tail inference (62G32) Inequalities; stochastic orderings (60E15)

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Cites work

• A Multivariate Exponential Distribution
• An optimization approach to the dynamic allocation of economic capital
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• Coherent risk measures, coherent capital allocations and the gradient allocation principle
• De Finetti-type Representations for Life Distributions
• Dynamic signatures and their use in comparing the reliability of new and used systems
• Generalized Marshall-Olkin distributions and related bivariate aging properties
• Multivariate generalized Marshall-Olkin distributions and copulas
• On allocation of upper limits and deductibles with dependent frequencies and comonotonic severities
• On univariate and bivariate aging for dependent lifetimes with Archimedean survival copulas
• On used systems and systems with used components
• Optimal allocation of policy limits and deductibles
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• STOCHASTIC COMPARISONS ON RESIDUAL LIFE AND INACTIVITY TIME OF SERIES AND PARALLEL SYSTEMS
• Schur-concave survival functions and survival analysis
• Stochastic orders
• Stochastic orders in time transformed exponential models with applications

Cited in

(3)

• Modeling bivariate lifetimes based on expected present values of residual lives
• On dynamic mutual information for bivariate lifetimes
• Aging and ordering properties of multivariate lifetimes with Archimedean dependence structures

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