We first review an approach that had been developed in the past years to introduce concepts of “bivariate ageing” for exchangeable lifetimes and to analyze mutual relations among stochastic dependence, univariate ageing, and bivariate ageing. A specific feature of such an approach dwells on the concept of semi-copula and in the extension, from copulas to semi-copulas, of properties of stochastic dependence. In this perspective, we aim to discuss some intricate aspects of conceptual character and to provide the readers with pertinent remarks from a Bayesian Statistics standpoint. In particular we will discuss the role of extensions of dependence properties. “Archimedean” models have an important role in the present framework. In the second part of the paper, the definitions of Kendall distribution and of Kendall equivalence classes will be extended to semi-copulas and related properties will be analyzed. On such a basis, we will consider the notion of “Pseudo-Archimedean” models and extend to them the analysis of the relations between the ageing notions of IFRA/DFRA-type and the dependence concepts of PKD/NKD.
Inhalt
- Regular articles
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Open AccessModelling with star-shaped distributions31. März 2020
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3. April 2020
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4. Juli 2020
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4. Juli 2020
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27. Juli 2020
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Open AccessBayesian credibility premium with GB2 copulas27. Juli 2020
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11. September 2020
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Open AccessLorenz-generated bivariate Archimedean copulas1. Oktober 2020
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Open AccessThe de Finetti structure behind some norm-symmetric multivariate densities with exponential decay1. Oktober 2020
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Open AccessNonparametric relative recursive regression1. Oktober 2020
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Open AccessDependence uncertainty bounds for the energy score and the multivariate Gini mean difference1. Oktober 2020
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5. Oktober 2020
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Open AccessDetecting and modeling critical dependence structures between random inputs of computer models27. Oktober 2020
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22. November 2020
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Open AccessA new extreme value copula and new families of univariate distributions based on Freund’s exponential model16. Dezember 2020
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16. Dezember 2020
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16. Dezember 2020
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21. Dezember 2020
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Open AccessCopula modeling for discrete random vectors31. Dezember 2020
- Interview Article
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Open AccessThe gentleman copulist25. März 2020
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Open AccessInsurance applications of dependence modeling9. April 2020
- Erratum
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5. Oktober 2020