Lifetime dependence models generated by multiply monotone functions
Sign Up to like & getrecommendations! Published in 2018 at "Scandinavian Actuarial Journal"
DOI: 10.1080/03461238.2017.1405840
Abstract: Abstract We study a family of distributions generated from multiply monotone functions that includes a multivariate Pareto and, previously unidentified, exponential-Pareto distribution. We utilize an established link with Archimedean survival copulas to provide further examples,… read more here.
Keywords: monotone functions; multiply monotone; lifetime dependence; generated multiply ... See more keywords