TY  - CHAP
ID  - eprints711
EP  - 112
SP  - 101
TI  - Dynamics of Dependence Properties for Lifetimes Influenced by Unobservable Environmental Factors
N2  - 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.
AV  - none
SN  - 978-0-8176-4970-8
T2  - Mathematical and Statistical Models and Methods in Reliability
CY  - New York
KW  - Survival Copulas of residual lifetimes - Default contagion - Multivariate stochastic orders - Longitudinal observations - Posterior distributions 
UR  - http://dx.doi.org/10.1007/978-0-8176-4971-5_7
A1  - Foschi, Rachele
A1  - Spizzichino, Fabio
Y1  - 2010///
PB  - Springer
ER  -