Foschi, Rachele Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach. Kybernetika, 49 (1). pp. 96-113. ISSN 0023-5954 (2013)
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Official URL: http://www.kybernetika.cz/content/2013/1/96
Abstract
In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies. In the present paper, we propose a unified approach, based on semigroup arguments, explaining the origin of such analogies and relations among properties of stochastic dependence and ageing.
| Item Type: | Article |
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| Uncontrolled Keywords: | Keywords: copulas, semi-copulas, evolution of ageing and dependence, action of a semigroup. Classification: 62N05, 60E15, 37L05 |
| Subjects: | Q Science > QA Mathematics |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Users 19 not found. |
| Date Deposited: | 27 Nov 2012 13:44 |
| Last Modified: | 29 Jan 2014 14:36 |
| URI: | http://eprints.imtlucca.it/id/eprint/1431 |
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