Article ID Journal Published Year Pages File Type
9552927 Insurance: Mathematics and Economics 2005 7 Pages PDF
Abstract
In some recent papers, the authors considered a function B that describes the level curves of an exchangeable bivariate survival function F¯. The function B permits the analysis of several “multivariate aging properties” of F¯. In this paper, the authors consider survival models characterized by the condition that B is a Clayton copula and analyze a related invariance property. This property concerns the family of level curves of the joint survival function of residual lifetimes, when “ages” are increasing.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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