Dependence of exchangeable residual lifetimes subject to failure

Dependence of exchangeable residual lifetimes subject to failure

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...

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Veröffentlicht in:Applied mathematics and computation 2014-05, Vol.235, p.502-511
Hauptverfasser: Durante, Fabrizio, Foschi, Rachele
Format: Artikel
Sprache:eng
Schlagworte:
Computation
Copula
Dependence
Evolution
Exchange
Failure
Lifetime
Mathematical analysis
Mathematical models
Risk Models
Survival
Survival analysis
Vectors (mathematics)
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Beschreibung
Zusammenfassung: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.
ISSN:0096-3003
1873-5649
DOI:10.1016/j.amc.2014.02.069