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Relations between ageing and dependence for exchangeable lifetimes with an extension for the IFRA/DFRA property

Nappo Giovanna () and Spizzichino Fabio ()
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Nappo Giovanna: Sapienza, Università di Roma,Italy
Spizzichino Fabio: Sapienza, Università di Roma,Italy

Dependence Modeling, 2020, vol. 8, issue 1, 1-33

Abstract: We first review an approach that had been developed in the past years to introduce concepts of “bivariate ageing” for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing.

Keywords: bivariate ageing; semi-copulas; generalized Kendall distributions; positive Kendall dependence; pseudo-Archimedean semi-copulas; positive dependence orderings; Schur-costant models; 60K10; 60E15; 62E10; 62H05; 60G09; 91B30 (search for similar items in EconPapers)
Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:vrs:demode:v:8:y:2020:i:1:p:1-33:n:10

DOI: 10.1515/demo-2020-0001

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