A simplified model for studying bivariate mortality under right-censoring

In this paper, we provide a nonparametric estimator of the distribution of bivariate censored lifetimes, in a model where the two censoring variables differ only through an additional observed variable. This situation is motivated by a particular application to insurance, where the supplementary variable corresponds to the age difference between two individuals. Asymptotic results for our estimator are provided. The new tools that we develop are used to perform goodness-of-fit tests for survival copula models. The practical performance is illustrated through simulations and a real data analysis.

Data and Resources

Additional Info

Field Value
Source https://hal.science/hal-00683483
Author Gribkova, Svetlana, Lopez, Olivier, Saint-Pierre, Philippe
Maintainer CCSD
Last Updated May 23, 2026, 06:19 (UTC)
Created May 23, 2026, 06:19 (UTC)
Identifier hal-00683483
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Laboratoire de Statistique Théorique et Appliquée (LSTA) ; Université Pierre et Marie Curie - Paris 6 (UPMC)-Centre National de la Recherche Scientifique (CNRS)
creator Gribkova, Svetlana
date 2012-03-28T00:00:00
harvest_object_id 7c22daba-6742-400c-93d1-b0a225355c77
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-08-12T00:00:00
set_spec type:UNDEFINED