Monotonicity properties of multivariate distribution and survival functions -- with an application to Lévy-frailty copulas

DOI10.1016/j.jmva.2010.10.001zbMath1209.60010OpenAlexW2082596469MaRDI QIDQ631606

Paul Ressel

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.001

zbMATH Keywords

completely alternatingcompletely monotonemultivariate distribution functioncorrespondence theoremLévy-frailty copula\(n\)-increasing\(n\)-max-increasingfully \(n\)-increasingmultivariate survival function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Positive definite functions on groups, semigroups, etc. (43A35)

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Cites Work

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• Lévy-frailty copulas
• CIID Frailty Models and Implied Copulas
• Max-infinite divisibility

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