TY  - JOUR
Y1  - 2013///
PB  - Institute of Information Theory and Automation of the ASCR
UR  - http://www.kybernetika.cz/content/2013/1/96
KW  - Keywords: copulas
KW  -  semi-copulas
KW  -  evolution of ageing and dependence
KW  -  action of a semigroup. Classification: 62N05
KW  -  60E15
KW  -  37L05
SN  - 0023-5954
JF  - Kybernetika
ID  - eprints1431
A1  - Foschi, Rachele
TI  - Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach
N2  - In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies. In the present paper, we propose a unified approach, based on semigroup arguments, explaining the origin of such analogies and relations among properties of stochastic dependence and ageing.

IS  - 1
VL  - 49
EP  - 113
AV  - public
SP  - 96
ER  -