Consider two random variables subject to random right censoring, for example, the survival times of twins or two recurrence times of a certain disease recorded on the same individual. Of interest is ...

In this lecture, the bivariate twin model is extended to the multivariate twin model. It is explained how the variance in four traits is decomposed into additive genetic, non-additive genetic, and ...

In this lecture, the univariate twin model is extended to the bivariate twin model. It is explained how the variance in two traits is decomposed into additive genetic, non-additive genetic, and ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...

We apply distortion functions to bivariate survival functions for nonnegative random variables. This leads to a natural extension of univariate distortion risk measures to the multivariate setting.

After publication of an earlier version of this paper, we received feedback that there were several incorrect references to related methods in the literature. These errors are corrected in the current ...