Some bivariate Schur-constant distributions and application to life insurance
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Publication:6653545
DOI10.1016/J.CAM.2024.116296MaRDI QIDQ6653545FDOQ6653545
Authors: Altan Tuncel, Tugba Aktas Aslan 
Publication date: 16 December 2024
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
survival analysisArchimedean copulalife insurancedependencyproportional hazard rate modelSchur-constant model
Multivariate analysis (62Hxx) Actuarial science and mathematical finance (91Gxx) Statistical distribution theory (62Exx)
Cites Work
- An introduction to copulas. Properties and applications
- An introduction to copulas.
- Discrete Schur-constant models
- Some properties of Schur-constant survival models and their copulas
- Decomposition of a Schur-constant model and its applications
- WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions
- De Finetti-type Representations for Life Distributions
- Characterizations and time-dependent association measures for bivariate Schur-constant distributions
- Some properties of bivariate Schur-constant distributions
- Title not available (Why is that?)
- Markov property in discrete Schur-constant models
- Competing risks copula models for unemployment duration: an application to a German Hartz reform
- Partially Schur-constant models
- Equilibrium distributions and discrete Schur-constant models
- Multivariate discrete distributions via sums and shares
- Schur-constant and related dependence models, with application to ruin probabilities
- Title not available (Why is that?)
- Funzione caratteristica di un fenomeno aleatorio.
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