Skip to main content
×
×
Home

A NOTE ON BIVARIATE DUAL GENERALIZED MARSHALL–OLKIN DISTRIBUTIONS WITH APPLICATIONS

  • Rui Fang (a1) and Xiaohu Li (a1)
Abstract

This note introduces bivariate dual generalized Marshall–Olkin distribution and builds a comparison result on the copula of this distribution. Several applications in survival analysis and actuarial science are presented as well.

Copyright
References
Hide All
1.Cheung, K.C. (2007). Optimal allocation of policy limits and deductibles. Insurance: Mathematics and Economics 41: 291382.
2.Duchateau, L. & Janssen, P. (2008). The frailty models. New York: Springer.
3.Goovaerts, M.J., De Vylder, F.E., & Haezendonck, J. (1984). Insurance premiums: theory and applications. Amsterdam: North Holland.
4.Hua, L. & Cheung, K.C. (2008). Worst allocations of policy limits and deductibles. Insurance: Mathematics and Economics 43: 9398.
5.Li, H. (2008). Tail dependence comparison of survival Marshall–Olkin copulas. Methodology and Computing in Applied Probability 10: 3954.
6.Li, H. (2008). Duality of the multivariate distributions of Marshall–Olkin type and tail dependence. Communictions in Statistics—Theory and Methods 37: 17211733.
7.Li, X. & Pellerey, F. (2011). Generalized Marshall–Olkin distributions, and related bivariate aging properties. Journal of Multivariate Analysis 102: 13991409.
8.Lin, J. & Li, X. (2012). Multivariate generalized Marshall–Olkin distributions and copulas. Methodology and Computation in Applied Probability. DOI: 10.1007/s11009-012-9297-4.
9.Muliere, P. & Scarsini, M. (1987). Characterization of a Marshall–Olkin type class of distributions. Annals of the Institute of Statistical Mathematics 39: 429441.
10.Sarhan, A.M., Hamilton, D.C., Smitha, B., & Kundub, D. (2011). The bivariate generalized linear failure rate distribution and its multivariate extension. Computational Statistics and Data Analysis 55: 644654.
11.Shaked, M. & Shanthikumar, J.G. (2007). Stochastic orders. New York: Springer.
12.Marshall, A.W. & Olkin, I. (1967). A multivariate exponential distribution. Journal of the American Statistical Association 62: 3041.
Recommend this journal

Email your librarian or administrator to recommend adding this journal to your organisation's collection.

Probability in the Engineering and Informational Sciences
  • ISSN: 0269-9648
  • EISSN: 1469-8951
  • URL: /core/journals/probability-in-the-engineering-and-informational-sciences
Please enter your name
Please enter a valid email address
Who would you like to send this to? *
×

Metrics

Full text views

Total number of HTML views: 0
Total number of PDF views: 14 *
Loading metrics...

Abstract views

Total abstract views: 125 *
Loading metrics...

* Views captured on Cambridge Core between September 2016 - 12th June 2018. This data will be updated every 24 hours.