Bivariate survival models with Clayton aging functions

DOI10.1016/j.insmatheco.2004.12.003zbMath1075.62091OpenAlexW2052099912MaRDI QIDQ2567083

Bruno Bassan, Fabio L. Spizzichino

Publication date: 29 September 2005

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.12.003

zbMATH Keywords

Archimedean copulassemi-copulaslevel curves of survival functionsinvariance of aging under truncation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to biology and medical sciences; meta analysis (62P10) Survival analysis and censored data (62N99)

Related Items (14)

Invariant dependence structure under univariate truncation ⋮ Supermigrative copulas and positive dependence ⋮ Supermigrative semi-copulas and triangular norms ⋮ Lower tail dependence for Archimedean copulas: characterizations and pitfalls ⋮ Integral transformation of a copula function ⋮ Exchangeable copulas ⋮ Stochastic comparisons for time transformed exponential models ⋮ Distorted Copulas: Constructions and Tail Dependence ⋮ Semi-copulas, capacities and families of level sets ⋮ Bivariate Aging Properties under Archimedean Dependence Structures ⋮ Kendall distributions and level sets in bivariate exchangeable survival models ⋮ Bounds for the Clayton copula ⋮ Unnamed Item ⋮ Copulas with Truncation-Invariance Property

Cites Work

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• Lower tail dependence for Archimedean copulas: characterizations and pitfalls
• An introduction to copulas. Properties and applications
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Bivariate Survival Models Induced by Frailties
• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• SOME RESULTS ON TRUNCATION DEPENDENCE INVARIANT CLASS OF COPULAS
• Truncation invariant dependence structures
• On the preservation of copula structure under truncation
• Inequalities: theory of majorization and its applications

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