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
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