Bivariate Survival Models for Coupled Lives

By J. Carriére. 2000

100 citations recorded by the source corpus.

Subfields: Demography, General Health Professions, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/6e6a185e48b53d639fe36ada3dc6aa5768d4ce7f

Citations in the corpus

• Modelling stochastic mortality for dependent lives (2008, unknown): “where () =  ¬ () 0 ()  0   1 (6)”
• Multivariate Survival Modelling: A Unified Approach with Copulas (2001, unknown): “The univariate margins of S (t1, t2) are respectively S1 (t1) := Pr {T1 ≥ t1, T2 ≥ 0} = S (t1, 0) = [1 + (θ− 1) a1 (t1)] 1 θ−1 (23) and S2 (t2) = [1 + (θ− 1) a2 (t2)] 1 θ−1 (24) The survival copula associated to the Clayton model is then4 C̆ (u1, u2) = S ( S−1 1 (u1) ,S −1 2 (u2) )”