Bibliographic Details
| Title: |
On Some Properties of Copula-Based Partial Moments. |
| Authors: |
Vipin, N.1,2 (AUTHOR) vipinn.stats@gmail.com, Sunoj, S. M.2 (AUTHOR) smsunoj@gmail.com |
| Superior Title: |
International Journal of Reliability, Quality & Safety Engineering. Feb2021, Vol. 28 Issue 1, pN.PAG-N.PAG. 22p. |
| Subject Terms: |
*RISK assessment, ACTUARIAL science, COPULA functions, STOCHASTIC orders |
| Abstract: |
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. [ABSTRACT FROM AUTHOR] |
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| Database: |
Business Source Premier |