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Archimedean Survival Processes
Archimedean copula gamma process Liouville distribution L´ evy random bridge dependence modelling
2011/7/4
We introduce a class of multivariate Markov processes that we call ‘Archimedean
survival processes’ (ASPs) and present some of their properties. An ASP is de-
fined over a finite time horizon and, a...