| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077075 | Insurance: Mathematics and Economics | 2012 | 7 Pages |
Abstract
⺠We provide two counterexamples for Theorem 3.10.19 of Müller and Stoyan (2002). ⺠We prove the invariant properties of CIS, CI, PDS, and PDUO. ⺠A continuous random vector is PDS (PDUO) if and only of its copula is PDS (PDUO). ⺠A rigorous proof for the invariant of copulas under non-decreasing transformations. ⺠We give a characterization of a continuous PDUO random vector by its survival copula.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jun Cai, Wei Wei,