{"title":"A note on bivariate survival functions following a law of uniform seniority","authors":"Alexander Schimmele, Klaus D. Schmidt","doi":"10.1080/03461238.2023.2169632","DOIUrl":null,"url":null,"abstract":"In a recent paper published in this journal, Genest & Kolev (2021) studied bivariate survival functions following a law of uniform seniority in the sense that these bivariate survival functions can be represented by a univariate one. While in that paper it is assumed that the survival functions are continuous and strictly decreasing on their support, we show that these assumptions are redundant in certain places. We also present simplified proofs on some of its results.","PeriodicalId":49572,"journal":{"name":"Scandinavian Actuarial Journal","volume":"23 5 1","pages":"907 - 915"},"PeriodicalIF":1.6000,"publicationDate":"2023-01-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Scandinavian Actuarial Journal","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/03461238.2023.2169632","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS, INTERDISCIPLINARY APPLICATIONS","Score":null,"Total":0}
引用次数: 0
Abstract
In a recent paper published in this journal, Genest & Kolev (2021) studied bivariate survival functions following a law of uniform seniority in the sense that these bivariate survival functions can be represented by a univariate one. While in that paper it is assumed that the survival functions are continuous and strictly decreasing on their support, we show that these assumptions are redundant in certain places. We also present simplified proofs on some of its results.
期刊介绍：
Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters.
The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.
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