Some properties of bivariate Schur-constant distributions

DOI10.1016/J.SPL.2017.01.007MaRDI QIDQ512801zbMATH OpenOpenAlexFDO

Authors Bao Quoc Ta, Chung Pham Van

Publication date 28 February 2017

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2017.01.007

zbMATH Keywords

Laplace transformArchimedean copulasSchur-constant distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Asymptotic distribution theory in statistics (62E20) Diffusion processes (60J60)

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Cites work

• scientific article; zbMATH DE number 1817636 (Why is no real title available?)
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)
• An introduction to copulas.
• Copulas: A Review and Recent Developments
• De Finetti-type Representations for Life Distributions
• Decomposition of a Schur-constant model and its applications
• Dependence modeling with copulas
• Diffusion local time storage
• Discrete Schur-constant models
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• On busy periods of the unbounded Brownian storage
• On first range times of linear diffusions
• On the excursion theory for linear diffusions
• Some properties of Schur-constant survival models and their copulas
• WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions

Cited in

(9)

• A law of uniform seniority for dependent lives
• Partially Schur-constant models
• Equilibrium distributions and discrete Schur-constant models
• New characterizations of bivariate discrete Schur-constant models
• Comparisons of coherent systems under the time-transformed exponential model
• Characterizations and time-dependent association measures for bivariate Schur-constant distributions
• On partially Schur-constant models and their associated copulas
• Schur-constant and related dependence models, with application to ruin probabilities
• Some bivariate Schur-constant distributions and application to life insurance

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