Dependence of exchangeable residual lifetimes subject to failure

作者：Durante Fabrizio; Foschi Rachele^*

来源：Applied Mathematics and Computation, 2014, 235: 502-511.

DOI：10.1016/j.amc.2014.02.069

• Copula
• Dependence
• Lifetime
• Survival analysis
• Risk Models

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.

• 出版日期2014-5-25