Stochastic orders in reliability and risk
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 …
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
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 …
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 …
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 …
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 …
characterized. To this end, a family of bivariate copulas generated by a real-valued function …
A law of uniform seniority for dependent lives
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 …
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 past lifetimes, residual lifetimes, and mixed lifetimes evaluated at different instants. This …
On dispersive and star orderings of random variables and order statistics
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 …
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 …
reliability functions such as hazard rate, mean residual life, etc. In the present work an …