[图书][B] Principles of copula theory

F Durante, C Sempi - 2016 - api.taylorfrancis.com
The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …

Stochastic orders in reliability and risk

H Li, X Li - Honor of Professor Moshe Shaked. Springer, New York, 2013 - Springer
In summer of 2010, the first author (HL) visited the second author (XL) at Lanzhou University,
China, and chaired the dissertation defense for XL's two graduating doctoral students …

[HTML][HTML] Copula-based representations for the reliability of the residual lifetimes of coherent systems with dependent components

J Navarro, F Durante - Journal of Multivariate Analysis, 2017 - Elsevier
In the context of coherent systems, we obtain representations for the reliability function of the
residual lifetime at time t under different assumptions. Specifically, four cases are considered …

Spatial contagion between financial markets: a copula‐based approach

F Durante, P Jaworski - Applied Stochastic Models in Business …, 2010 - Wiley Online Library
A method is proposed for defining and investigating spatial contagion between two financial
markets X and Y by using the information contained in their copula. A practical illustration of …

[HTML][HTML] Generalized Marshall–Olkin distributions and related bivariate aging properties

X Li, F Pellerey - Journal of Multivariate Analysis, 2011 - Elsevier
A class of generalized bivariate Marshall–Olkin distributions, which includes as special
cases the Marshall–Olkin bivariate exponential distribution and the Marshall–Olkin type …

Invariant dependence structure under univariate truncation

F Durante, P Jaworski - Statistics, 2012 - Taylor & Francis
The class of all bivariate copulas that are invariant under univariate truncation is
characterized. To this end, a family of bivariate copulas generated by a real-valued function …

A law of uniform seniority for dependent lives

C Genest, N Kolev - Scandinavian Actuarial Journal, 2021 - Taylor & Francis
The law of uniform seniority is an actuarial principle which justifies the replacement of an
annuity on joint lives of unequal ages by an annuity on a single life, often computed at a …

On dynamic mutual information for bivariate lifetimes

J Ahmadi, A Di Crescenzo… - Advances in Applied …, 2015 - cambridge.org
We consider dynamic versions of the mutual information of lifetime distributions, with a focus
on past lifetimes, residual lifetimes, and mixed lifetimes evaluated at different instants. This …

On dispersive and star orderings of random variables and order statistics

M Alimohammadi, M Esna-Ashari, E Cramer - Statistics & Probability Letters, 2021 - Elsevier
We prove that some results claimed for the dispersive ordering are not valid and provide
some contributions in this direction. Then, we revisit the dispersive ordering of order …

Modelling bivariate lifetime data using copula

NU Nair, PG Sankaran, P John - Metron, 2018 - Springer
Generally modelling lifetime data is carried out using probability distributions with the aid of
reliability functions such as hazard rate, mean residual life, etc. In the present work an …