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On Characterizations of Bivariate Schur-constant Models and Applications

  • Bao Q. Ta
  • Dong S. Le
  • Minh B. Ha
  • Xuan D. Tran
Conference paper
Part of the Studies in Computational Intelligence book series (SCI, volume 760)

Abstract

We study some properties of the family of copulas which are generated from the Laplace transform of bivariate Schur-constant models. The applications of these models in life insurance and in telecommunication are also discussed.

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Copyright information

© Springer International Publishing AG 2018

Authors and Affiliations

  • Bao Q. Ta
    • 1
  • Dong S. Le
    • 2
  • Minh B. Ha
    • 2
  • Xuan D. Tran
    • 3
  1. 1.Department of Mathematical EconomicsBanking University of Ho Chi Minh CityHo Chi Minh CityVietnam
  2. 2.Faculty of Management Information SystemBanking University of Ho Chi Minh CityHo Chi Minh CityVietnam
  3. 3.University of Science of Ho Chi Minh CityHo Chi Minh CityVietnam

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