A law of uniform seniority for dependent lives
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Publication:5014495
DOI10.1080/03461238.2021.1895299zbMath1480.91205OpenAlexW3145965401MaRDI QIDQ5014495
Christian Genest, Nikolai Kolev
Publication date: 8 December 2021
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2021.1895299
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)
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Stochastic monotonicity of dependent variables given their sum ⋮ On sums of dependent random lifetimes under the time-transformed exponential model ⋮ A note on bivariate survival functions following a law of uniform seniority ⋮ Copula modeling from Abe Sklar to the present day
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