Modeling the dependence structure of coupled lives in the Philippines using some Archimedean copulas

• Main Authors: Cagalpin, Anne Katherine A., Micaller, Dhianna Monica B.
• Format: text
• Language: English
• Published: Animo Repository 2009
• Subjects: Copulas (Mathematical statistics); Dependence (Statistics); Statistics and Probability
• Online Access: https://animorepository.dlsu.edu.ph/etd_bachelors/5223
• Institution: De La Salle University

Dependence can be modeled by the use of copulas. This research presents the application of copulas in modeling the dependence structure using a dataset from the Philippine Social Security System. Empirical marginal survival distribution were first computed from the data using the Kaplan-Meier Estima...