Access the full text.
Sign up today, get DeepDyve free for 14 days.
Loading next page...
/lp/wiley/multivariate-conditional-hazard-rate-functions-an-overview-vrS454uXkk
References (27)
-
M. Shaked, J. Shanthikumar (1987)
Multivariate hazard rates and stochastic orderingAdvances in Applied Probability, 19
-
D. Cox (1972)
Regression models and life tables (with discussion -
M. Shaked, J. Shanthikumar (1988)
Multivariate conditional hazard rates and the MIFRA and MIFR propertiesJournal of Applied Probability, 25
-
M. Jacobsen (1983)
Statistical Analysis of Counting Processes -
M. Shaked, G. Shanthikumar (1991)
Dynamic multivariate mean residual life functionsJournal of Applied Probability, 28
-
M. Shaked, J. Shanthikumar (1990)
Dynamic construction and simulation of random vectors -
T. Bielecki, M. Rutkowski (2003)
Dependent defaults and credit migrationsApplicationes Mathematicae, 30
-
F. Yu (2007)
CORRELATED DEFAULTS IN INTENSITY‐BASED MODELSMathematical Finance, 17
-
Z. Schechner (1984)
A load‐sharing model: The linear breakdown ruleNaval Research Logistics Quarterly, 31
-
T. Kurtz (1980)
Representations of Markov Processes as Multiparameter Time ChangesAnnals of Probability, 8
-
Harry Zheng (2013)
Contagion models a la carte: which one to choose?Quantitative Finance, 13
-
F. Belzunce, R. Lillo, J. Ruiz, M. Shaked (2001)
STOCHASTIC COMPARISONS OF NONHOMOGENEOUS PROCESSESProbability in the Engineering and Informational Sciences, 15
-
S. Ross (1984)
A Model in Which Component Failure Rates Depend on the Working Set.Naval Research Logistics Quarterly, 31
-
M. Shaked, J. Shanthikumar (1991)
Dynamic multivariate aging notions in reliability theoryQuality Engineering, 37
-
Ilkka Norros (1985)
Systems weakend by failuresStochastic Processes and their Applications, 20
-
E. Arjas, I. Norros (1984)
Life Lengths and Association: A Dynamic ApproachMath. Oper. Res., 9
-
O. Aalen, J. Hoem (1978)
Random time changes for multivariate counting processesScandinavian Actuarial Journal, 1978
-
Yinghui Dong, X. Liang, Guojing Wang (2012)
Unilateral Counterparty Risk Valuation for CDS Under a Regime Switching Interacting Intensities ModelAsia-Pacific Financial Markets, 19
-
M. Shaked, J. Shanthikumar (1986)
The total hazard construction, antithetic variates and simulation of stochastic systemsStochastic Models, 2
-
D. Cox (1972)
Regression Models and Life-TablesJournal of the royal statistical society series b-methodological, 34
-
M. Shaked, G. Shanthikumar (1990)
Multivariate Stochastic Orderings and Positive Dependence in Reliability TheoryMath. Oper. Res., 15
-
Haijun Li, M. Scarsini, M. Shaked (1999)
Dynamic Linkages for Multivariate Distributions with Given Nonoverlapping Multivariate MarginalsJournal of Multivariate Analysis, 68
-
I. Norros (1986)
A compensator representation of multivariate life length distributions, with applicationsScandinavian Journal of Statistics, 13
-
M. Shaked, J. Shanthikumar (1987)
THE MULTIVARIATE HAZARD CONSTRUCTIONStochastic Processes and their Applications, 24
-
A. Müller, D. Stoyan (2002)
Comparison Methods for Stochastic Models and Risks -
J. Freund (1961)
A Bivariate Extension of the Exponential DistributionJournal of the American Statistical Association, 56
-
F. Belzunce, J. Ruiz, M. Ruiz (2003)
Multivariate properties of random vectors of order statisticsJournal of Statistical Planning and Inference, 115
- Publisher
- Wiley
- Copyright
- Copyright © 2015 John Wiley & Sons, Ltd.
- ISSN
- 1524-1904
- eISSN
- 1526-4025
- DOI
- 10.1002/asmb.2020
- Publisher site
- See Article on Publisher Site
Abstract
In this paper, we describe the usefulness and the applications of the multivariate conditional hazard rate functions. First, we define these, as well as the accumulated hazard functions, and then give some properties of them. Using these definitions and properties, we describe the total hazard construction and its main traits. Using the technical tools described previously, we define and discuss various stochastic orders, various positive dependence concepts, and various aging notions that entail nonnegative multivariate random vectors. Copyright © 2014 John Wiley & Sons, Ltd.
Journal
Applied Stochastic Models in Business and Industry – Wiley
Published: May 1, 2015