Copula models of joint last survivor analysis

Applied Stochastic Models in Business and Industry

Volumn 22, Issue 2, 2006, Pages 211-224

  Shemyakin, Arkady E ^a   Youn, Heekyung ^a  

^a UNIVERSITY OF ST THOMAS   (United States)

Author keywords

Bayesian estimation; Copula function; Joint survival function; Metropolis Hastings algorithm; Stable (Gumbel Hougaard) copula; Weibull distribution

Indexed keywords

ALGORITHMS; ECONOMIC AND SOCIAL EFFECTS; HUMAN ENGINEERING; INSURANCE; MARKOV PROCESSES; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILITY; WEIBULL DISTRIBUTION;

BAYESIAN ESTIMATION; COPULA FUNCTION; JOINT SURVIVAL FUNCTION; METROPOLIS-HASTINGS ALGORITHM; STABLE (GUMBEL-HOUGAARD) COPULA;

INDUSTRIAL MANAGEMENT;

EID: 33646524018     PISSN: 15241904     EISSN: 15264025     Source Type: Journal    
DOI: 10.1002/asmb.629     Document Type: Conference Paper

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