General bivariate Makeham laws

DOI10.1080/03461238.1984.10413763zbMath0554.62091OpenAlexW2112711562MaRDI QIDQ3217494

Patrick L. Brockett

Publication date: 1984

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1984.10413763

zbMATH Keywords

random accidentsgeneral bivariate Makeham lawsGompertz marginal distributionsMarshall-Olkin bivariate exponential law

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Functional equations and inequalities (39B99)

Related Items (3)

Modeling stochastic mortality for joint lives through subordinators ⋮ Bivariate Continuous Distributions with Specified Conditional Hazard Functions ⋮ A bivariate Gompertz-Makeham life distribution

Cites Work

• On the inconsistency of Bayesian non-parametric estimators in competing risks/multiple decrement models
• Identifiability for dependent multiple decrement/competing risk models
• A nonidentifiability aspect of the problem of competing risks.
• A Multivariate Exponential Distribution

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