On partially Schur-constant models and their associated copulas

DOI10.1515/demo-2021-0111zbMath1493.62272OpenAlexW3206934976MaRDI QIDQ2063746

Claude Lefèvre

Publication date: 3 January 2022

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2021-0111

zbMATH Keywords

Archimedean copulapartial exchangeabilitybivariate survival functionsSchur-constant modelmultivariate monotonicity

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exchangeability for stochastic processes (60G09)

Related Items (1)

Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities

Cites Work

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