Kendall distributions and level sets in bivariate exchangeable survival models |
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| Authors: | Giovanna Nappo |
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| Affiliation: | Department of Mathematics, University “La Sapienza”, I-00185 Rome, Italy |
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| Abstract: | For a given bivariate survival function  , we study the relations between the set of the level curves of  and the Kendall distribution. Then we characterize the survival models simultaneously admitting a specified Kendall distribution and a specified set of level curves. Attention will be restricted to exchangeable survival models. |
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| Keywords: | Survival copulas Bivariate aging functions Semi-copulas Archimedean copulas Associative copulas Bivariate VaR-curves |
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