Ageing Concepts for Bivariate Copulas

Unnikrishnan Nair N. () and Sunoj S. M. ()
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Unnikrishnan Nair N.: Department of Statistics, 29288 Cochin University of Science and Technology , Cochin, Kerala, India
Sunoj S. M.: Department of Statistics, 29288 Cochin University of Science and Technology , Cochin, Kerala, India

Stochastics and Quality Control, 2024, vol. 39, issue 2, 105-117

Abstract: In the present work we first discuss the structure and properties of the ageing function of the Gumbel–Barnett copula in the exchangeable case. Then we define and illustrate the ageing notions such as IFR, DMRL, NBU etc for copulas using the weak copula ageing property of the Gumbel–Barnett copula.

Keywords: Ageing Properties; Gumbel–Barnett Copula; Stochastic Orders; Exchangeable Models (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1515/eqc-2024-0012

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