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. © 2014 Elsevier Inc. All rights reserved.
Dependence of exchangeable residual lifetimes subject to failure
FOSCHI, RACHELE
2014-01-01
Abstract
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. © 2014 Elsevier Inc. All rights reserved.File in questo prodotto:
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