Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
Journal of Multivariate Analysis
Bounds for functions of multivariate risks
Journal of Multivariate Analysis
Kendall distribution functions and associative copulas
Fuzzy Sets and Systems
On a class of transformations of copulas and quasi-copulas
Fuzzy Sets and Systems
Semi-copulas, capacities and families of level sets
Fuzzy Sets and Systems
Duality for Set-Valued Measures of Risk
SIAM Journal on Financial Mathematics
Hi-index | 0.07 |
For a given bivariate survival function F@?, we study the relations between the set of the level curves of F@? and the Kendall distribution. Then we characterize the survival models simultaneously admitting a specified Kendall distribution and a specified set of level curves. Attention will be restricted to exchangeable survival models.