• Title of article

    Bivariate survival models with Clayton aging functions

  • Author/Authors

    Bassan، نويسنده , , Bruno and Spizzichino، نويسنده , , Fabio، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    7
  • From page
    6
  • To page
    12
  • Abstract
    In some recent papers, the authors considered a function B that describes the level curves of an exchangeable bivariate survival function F ¯ . The function B permits the analysis of several “multivariate aging properties” of F ¯ . In this paper, the authors consider survival models characterized by the condition that B is a Clayton copula and analyze a related invariance property. This property concerns the family of level curves of the joint survival function of residual lifetimes, when “ages” are increasing.
  • Keywords
    Invariance of aging under truncation , Level curves of survival functions , Semi-copulas , Archimedean copulas
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    2005
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1542923