COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS

DOI10.1017/S0269964820000649OpenAlexW3114904189MaRDI QIDQ5051173

José María Sarabia, Jorge Navarro

Publication date: 22 November 2022

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964820000649

zbMATH Keywords

convolutionstochastic ordershazard ratedistorted distributionsc-convolution

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (3)

On sums of dependent random lifetimes under the time-transformed exponential model ⋮ A note on the limiting behaviour of hazard rate functions of generalized mixtures ⋮ A new stochastic dominance criterion for dependent random variables with applications

Uses Software

• CASdatasets

Cites Work

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