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On hyperbolic iterated distortions for the adjustment of survival functions

Author

Listed:
  • Alexis Bienvenüe

    (LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

  • Didier Rullière

    (LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon)

Abstract

No abstract is available for this item.

Suggested Citation

  • Alexis Bienvenüe & Didier Rullière, 2011. "On hyperbolic iterated distortions for the adjustment of survival functions," Post-Print hal-00665349, HAL.
    • Handle: RePEc:hal:journl:hal-00665349
    DOI: 10.1007/978-88-470-2342-0_5
    Note: View the original document on HAL open archive server: https://hal.science/hal-00665349v2
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    Citations

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    Cited by:

    1. Di Bernardino Elena & Rullière Didier, 2013. "On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators," Dependence Modeling, De Gruyter, vol. 1(2013), pages 1-36, October.
    2. Elena Di Bernardino & Didier Rullière, 2012. "Distortions of multivariate risk measures: a level-sets based approach," Working Papers hal-00756387, HAL.
    3. Di Bernardino, Elena & Rullière, Didier, 2013. "Distortions of multivariate distribution functions and associated level curves: Applications in multivariate risk theory," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 190-205.

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