On Characterizations of Bivariate Schur-constant Models and Applications View Full Text


Ontology type: schema:Chapter     


Chapter Info

DATE

2017-12-20

AUTHORS

Bao Q. Ta , Dong S. Le , Minh B. Ha , Xuan D. Tran

ABSTRACT

We study some properties of the family of copulas which are generated from the Laplace transform of bivariate Schur-constant models. The applications of these models in life insurance and in telecommunication are also discussed.

PAGES

890-901

References to SciGraph publications

Book

TITLE

Econometrics for Financial Applications

ISBN

978-3-319-73149-0
978-3-319-73150-6

Identifiers

URI

http://scigraph.springernature.com/pub.10.1007/978-3-319-73150-6_65

DOI

http://dx.doi.org/10.1007/978-3-319-73150-6_65

DIMENSIONS

https://app.dimensions.ai/details/publication/pub.1099863111


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