Dependence of exchangeable residual lifetimes subject to failure
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摘要
We provide exact formulas about the survival copula of an exchangeable random vector of residual lifetimes when some of the components have failed. Specific computations are carried out in the case of Archimedean copulas and the evolution of dependence after successive failures of some components is shown numerically via measures of association.
论文关键词:Copula,Dependence,Lifetime,Survival analysis,Risk Models
论文评审过程:Available online 1 April 2014.
论文官网地址:https://doi.org/10.1016/j.amc.2014.02.069