Title : ( Risk and reliability aspects of bivariate Makeham-Gompertz distribution )
Authors: Mohammad Amini ,
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Abstract
In Demography and modelling mortality rate the univariate MakehamGompertz is well-known. Here, a bivariate class of Gompertz–Makeham distribution is constructed based on random number of extremal events. Some dependence and reliability properties such as ageing intensity, lack of memory, stress-strength based on competing risks are given. Based on the construction of this model, the conditional tail expectation risk measure is presented. Finally, the multivariate case of this model is determined.
Keywords
, Bivariate exponential distribution, Actuarial tables, Survival function, Hazard function.
@inproceedings{paperid:1075701,
author = {Amini, Mohammad},
title = {Risk and reliability aspects of bivariate Makeham-Gompertz distribution},
booktitle = {دوازده همین سمینار احتمال و فرآیندهای تصادفی},
year = {2019},
location = {سمنان, IRAN},
keywords = {Bivariate exponential distribution; Actuarial tables; Survival function;
Hazard function.},
}
%0 Conference Proceedings
%T Risk and reliability aspects of bivariate Makeham-Gompertz distribution
%A Amini, Mohammad
%J دوازده همین سمینار احتمال و فرآیندهای تصادفی
%D 2019
