Title : ( Reliability and Risk Aspects of Bivariate Makeham-Gompertz Distribution )
Authors: Mohammad Amini , Hossein Ali Mohtashami Borzadaran , Hadi Jabbari Nooghabi , Ali Dolati ,
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Abstract
In Demography and modelling mortality rate the univariate MakehamGompertz is well-known. In this paper, 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, ageing concepts, 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 Makeham-Gompertz Distribution, ageing intensity, Risk Measures
@inproceedings{paperid:1086042,
author = {Amini, Mohammad and Mohtashami Borzadaran, Hossein Ali and Jabbari Nooghabi, Hadi and علی دولتی},
title = {Reliability and Risk Aspects of Bivariate Makeham-Gompertz Distribution},
booktitle = {6th Seminar on Copula theory and its applications},
year = {2021},
location = {Tehran, IRAN},
keywords = {Bivariate Makeham-Gompertz Distribution; ageing intensity; Risk Measures},
}
%0 Conference Proceedings
%T Reliability and Risk Aspects of Bivariate Makeham-Gompertz Distribution
%A Amini, Mohammad
%A Mohtashami Borzadaran, Hossein Ali
%A Jabbari Nooghabi, Hadi
%A علی دولتی
%J 6th Seminar on Copula theory and its applications
%D 2021
