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Zbl 1070.60015
Bassan, Bruno; Spizzichino, Fabio
Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes. (English)
[J] J. Multivariate Anal. 93, No. 2, 313-339 (2005). ISSN 0047-259X

For bivariate exchangeable distribution functions, the authors analyze the relations among some notions of bivariate aging, of univariate aging (of the common marginals), and of bivariate dependence. A natural tool for the analysis is the notion of semicopula. As examples, the authors characterize the Schur-concavity of the corresponding bivariate exchangeable survival function, and the IFR property of the (common) marginals. Archimedean survival copulae are studied in some detail.
[Moshe Shaked (Tucson)]

MSC 2000:: *60E15 Inequalities in probability theory
60K10 Appl. of renewal theory

Cited in: Zbl 1075.62091

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