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On Characterizations of Bivariate Schur-constant Models and Applications

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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Ta, B.Q., Le, D.S., Ha, M.B., Tran, X.D. (2018). On Characterizations of Bivariate Schur-constant Models and Applications. In: Anh, L., Dong, L., Kreinovich, V., Thach, N. (eds) Econometrics for Financial Applications. ECONVN 2018. Studies in Computational Intelligence, vol 760. Springer, Cham. https://doi.org/10.1007/978-3-319-73150-6_65

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  • DOI: https://doi.org/10.1007/978-3-319-73150-6_65

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