Title of article :
Bivariate survival models with Clayton aging functions
Author/Authors :
Bassan، نويسنده , , Bruno and Spizzichino، نويسنده , , Fabio، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
7
From page :
6
To page :
12
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.
Keywords :
Invariance of aging under truncation , Level curves of survival functions , Semi-copulas , Archimedean copulas
Journal title :
Insurance Mathematics and Economics
Serial Year :
2005
Journal title :
Insurance Mathematics and Economics
Record number :
1542923
Link To Document :
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