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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