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