Author:
Brown Timothy C.,Donnelly Peter
Abstract
Ball and Donnelly (1987) announced a result giving circumstances in which there is positive or negative correlation between the death times in a non-linear, Markovian death process. A proof is provided here, based on results concerning the distribution of optional random variables in terms of their conditional intensities.
Publisher
Cambridge University Press (CUP)
Subject
Applied Mathematics,Statistics and Probability
Cited by
10 articles.
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