relation: http://eprints.imtlucca.it/711/
title: Dynamics of Dependence Properties for Lifetimes Influenced by Unobservable Environmental Factors
creator: Foschi, Rachele
creator: Spizzichino, Fabio
subject: HA Statistics
subject: QA Mathematics
description: We consider non-negative conditionally independent and identically distributed random variables and analyze conditions for monotonicity of survival copulas of residual lifetimes. Concentrating attention on the bivariate copula, we compare its behavior at the instant of default with its evolution between two defaults. The assumptions for our results will be expressed in terms of conditional hazard rates.
publisher: Springer
date: 2010
type: Book Section
type: PeerReviewed
identifier:   Foschi, Rachele and Spizzichino, Fabio  Dynamics of Dependence Properties for Lifetimes Influenced by Unobservable Environmental Factors.   In:  Mathematical and Statistical Models and Methods in Reliability.   Springer, New York, pp. 101-112.  ISBN 978-0-8176-4970-8      (2010)  
relation: http://dx.doi.org/10.1007/978-0-8176-4971-5_7
relation: doi:10.1007/978-0-8176-4971-5_7