Geodesic
Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach
Kybernetika, Tome 49 (2013) no. 1, pp. 96-113 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

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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.
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.
Classification : 37L05, 60E15, 62N05
Keywords: copulas; semi-copulas; evolution of ageing and dependence; action of a semigroup 
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     author = {Foschi, Rachele},
     title = {Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach},
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     pages = {96--113},
     year = {2013},
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     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_2013_49_1_a6/}
}
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Foschi, Rachele. Hyper-dependence, hyper-ageing properties and analogies between them: a semigroup-based approach. Kybernetika, Tome 49 (2013) no. 1, pp. 96-113. http://geodesic.mathdoc.fr/item/KYB_2013_49_1_a6/