A note on bivariate survival functions following a law of uniform seniority

DOI10.1080/03461238.2023.2169632MaRDI QIDQ6096083zbMATH OpenFDO

Authors

Publication date 11 September 2023

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.2023.2169632

zbMATH Keywords

Archimedean copulaArchimedean generatorbivariate survival functionlaw of uniform senioritySchur constancy

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in survival analysis and censored data (62N02) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

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Cites work

• A law of uniform seniority for dependent lives
• An introduction to copulas.
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• Principles of copula theory
• Some properties of Schur-constant survival models and their copulas

Cited in

(1)

• A law of uniform seniority for dependent lives

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