eprintid: 711
rev_number: 10
eprint_status: archive
userid: 19
dir: disk0/00/00/07/11
datestamp: 2011-07-06 10:42:15
lastmod: 2011-07-11 14:37:42
status_changed: 2011-07-06 10:42:15
type: book_section
metadata_visibility: show
item_issues_count: 0
creators_name: Foschi, Rachele
creators_name: Spizzichino, Fabio
creators_id: rachele.foschi@imtlucca.it
creators_id: 
title: Dynamics of Dependence Properties for Lifetimes Influenced by Unobservable Environmental Factors
ispublished: pub
subjects: HA
subjects: QA
divisions: EIC
full_text_status: none
keywords: Survival Copulas of residual lifetimes - Default contagion - Multivariate stochastic orders - Longitudinal observations - Posterior distributions 
abstract: 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.
date: 2010
date_type: published
publisher: Springer
place_of_pub: New York
pagerange: 101-112
id_number: doi:10.1007/978-0-8176-4971-5_7
refereed: TRUE
isbn: 978-0-8176-4970-8
book_title: Mathematical and Statistical Models and Methods in Reliability
official_url: http://dx.doi.org/10.1007/978-0-8176-4971-5_7
citation:   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)