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International Econometric Conference of Vietnam

ECONVN 2018: Econometrics for Financial Applications pp 890–901Cite as

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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Author information

Authors and Affiliations

  1. Department of Mathematical Economics, Banking University of Ho Chi Minh City, 39 Ham Nghi St., District 1, Ho Chi Minh City, Vietnam

    Bao Q. Ta

  2. Faculty of Management Information System, Banking University of Ho Chi Minh City, 39 Ham Nghi St., District 1, Ho Chi Minh City, Vietnam

    Dong S. Le & Minh B. Ha

  3. University of Science of Ho Chi Minh City, 227 Nguyen Van Cu Street, Ho Chi Minh City, Vietnam

    Xuan D. Tran

Authors
  1. Bao Q. Ta
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  2. Dong S. Le
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  3. Minh B. Ha
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  4. Xuan D. Tran
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Corresponding author

Correspondence to Bao Q. Ta .

Editor information

Editors and Affiliations

  1. Banking University HCMC, Ho Chi Minh City, Vietnam

    Ly H. Anh

  2. Banking University HCMC, Ho Chi Minh City, Vietnam

    Le Si Dong

  3. Computer Science Department, University of Texas at El Paso, El Paso, Texas, USA

    Vladik Kreinovich

  4. Banking University HCMC, Ho Chi Minh City, Vietnam

    Nguyen Ngoc Thach

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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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