Kybernetika 49 no. 1, 96-113, 2013

Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach

Rachele Foschi

Abstract:

In previous papers, evolution of dependence and ageing, for vectors of non-negative random variables, have been separately considered. Some analogies between the two evolutions emerge however in those studies. In the present paper, we propose a unified approach, based on semigroup arguments, explaining the origin of such analogies and relations among properties of stochastic dependence and ageing.

Keywords:

copulas, semi-copulas, evolution of ageing and dependence, action of a semigroup

Classification:

62N05, 60E15, 37L05

paper.pdf

References:

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