On Some Properties of Copula-Based Partial Moments

被引：0
|
作者：
Vipin, N. [1 ,2 ]
Sunoj, S. M. [2 ]
机构：
[1] Manipal Acad Higher Educ, Dept Data Sci, PSPH, Manipal 576104, Karnataka, India
[2] Cochin Univ Sci & Technol, Dept Stat, Cochin 682022, Kerala, India
来源：
INTERNATIONAL JOURNAL OF RELIABILITY QUALITY AND SAFETY ENGINEERING | 2021年 / 28卷 / 01期
关键词：
Partial moments; survival copula; stochastic orders; characterization; income-gap ratio; STOP-LOSS TRANSFORM; LIFE;
D O I：
10.1142/S0218539321500042
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
Partial moments are extensively used in the field of analysis of risks. This paper aims at extending it to the bivariate case based on copula function and study its various properties. The relationship between survival copula and first-order bivariate partial moments are established. We also investigate some applications of copula-based partial moments and conditional partial moments in the context of reliability, income and actuarial studies.
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页数：22
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