Stochastic comparisons for time transformed exponential models
DOI10.1016/j.insmatheco.2009.11.006zbMath1231.91220MaRDI QIDQ659231
Franco Pellerey, Rosario Rodríguez-Griñolo, Julio Mulero
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://porto.polito.it/2289436/
Archimedean copulas; multivariate stochastic orders; positive dependence orders; survival copulas; bivariate lifetimes; TTE models
60E15: Inequalities; stochastic orderings
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H05: Characterization and structure theory for multivariate probability distributions; copulas
60K10: Applications of renewal theory (reliability, demand theory, etc.)
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