%R doi:10.1007/978-0-8176-4971-5_7
%B Mathematical and Statistical Models and Methods in Reliability
%C New York
%D 2010
%L eprints711
%X 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.
%K Survival Copulas of residual lifetimes - Default contagion - Multivariate stochastic orders - Longitudinal observations - Posterior distributions 
%A Rachele Foschi
%A Fabio Spizzichino
%I Springer
%P 101-112
%T Dynamics of Dependence Properties for Lifetimes Influenced by Unobservable Environmental Factors