Stochastic comparisons for time transformed exponential models
DOI10.1016/J.INSMATHECO.2009.11.006zbMATH Open1231.91220OpenAlexW2071803831MaRDI QIDQ659231FDOQ659231
Authors: Julio Mulero, Franco Pellerey, Rosario Rodríguez-Griñolo 
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/
Recommendations
- Stochastic simulation of bivariate generalized time transform exponential models
- Stochastic orders in time transformed exponential models with applications
- Dynamic Stochastic Models for Time-Dependent Ordered Paired Comparison Systems
- Stochastic comparisons of order statistics in two exponential models with a resilience parameter
- Stochastically Transitive Models for Pairwise Comparisons: Statistical and Computational Issues
- Stochastic comparisons of nonhomogeneous processes
- Bayes sequential estimation for a time-transformed exponential model
Archimedean copulasmultivariate stochastic orderspositive dependence orderssurvival copulasbivariate lifetimesTTE models
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
Cites Work
- An introduction to copulas. Properties and applications
- Bivariate Survival Models Induced by Frailties
- Families of Multivariate Distributions
- Stochastic orders
- Using copulae to bound the value-at-risk for functions of dependent risks
- Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
- PRESERVATION OF STOCHASTIC ORDERS UNDER MIXTURES OF EXPONENTIAL DISTRIBUTIONS
- Archimedean copulae and positive dependence
- Stochastic Comparison of Random Vectors with a Common Copula
- Some tests against aging based on the total time on test transform
- Logconcavity versus logconvexity: A complete characterization
- Dependence and order in families of Archimedean copulas
- Dependence for Archimedean copulas and aging properties of their generating functions
- Bivariate aging properties under Archimedean dependence structures
- Random vectors with HNBUE-type marginal distributions
- Bivariate survival models with Clayton aging functions
- Characterization of Some First Passage Times Using Log-Concavity and Log-Convexity as Aging Notions
Cited In (9)
- Stochastic orders in time transformed exponential models with applications
- Stochastic ordering of variability measure estimators
- On dynamic mutual information for bivariate lifetimes
- Comparisons of coherent systems under the time-transformed exponential model
- Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes
- New properties of the orthant convex-type stochastic orders
- On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures
- On sums of dependent random lifetimes under the time-transformed exponential model
- Burn-in for a time-transformed exponential model
This page was built for publication: Stochastic comparisons for time transformed exponential models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q659231)
