Stochastic comparisons for time transformed exponential models

DOI10.1016/j.insmatheco.2009.11.006zbMath1231.91220OpenAlexW2071803831MaRDI QIDQ659231

Franco Pellerey, Rosario Rodríguez-Griñolo, Julio Mulero

Publication date: 10 February 2012

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

Full work available at URL: http://porto.polito.it/2289436/

zbMATH Keywords

Archimedean copulasmultivariate stochastic orderspositive dependence orderssurvival copulasbivariate lifetimesTTE models

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (8)

New properties of the orthant convex-type stochastic orders ⋮ On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures ⋮ Comparisons of coherent systems under the time-transformed exponential model ⋮ On sums of dependent random lifetimes under the time-transformed exponential model ⋮ Stochastic ordering of variability measure estimators ⋮ Stochastic comparison on active redundancy allocation to K-out-of-N systems with statistically dependent component and redundancy lifetimes ⋮ On dynamic mutual information for bivariate lifetimes ⋮ Stochastic orders in time transformed exponential models with applications

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