Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences

DOI10.1007/s10959-011-0389-9zbMath1277.60031OpenAlexW2086608951MaRDI QIDQ376267

Paul Ressel

Publication date: 4 November 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-011-0389-9

zbMATH Keywords

Marshall-Olkin distributionfinite exchangeability\(n\)-(absolutely)-monotone functionLévy-frailty copula

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exchangeability for stochastic processes (60G09)

Related Items (4)

Exchangeable exogenous shock models ⋮ A primer on the characterization of the exchangeable Marshall-Olkin copula via monotone sequences ⋮ \(H\)-extendible copulas ⋮ Two novel characterizations of self-decomposability on the half-line

Cites Work

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• Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas
• Tail dependence comparison of survival Marshall-Olkin copulas
• Lévy-frailty copulas
• Finite exchangeable sequences
• Finite forms of de Finetti's theorem on exchangeability
• Reparameterizing Marshall–Olkin copulas with applications to sampling
• A Multivariate Exponential Distribution

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