In the paper the dependence structure among durations will be modeled based on copula approach. The advantage of copula models is the possibility to build a variety of dependence structures, based on existing models of the marginal distributions. The purpose is to use this idea in the context of joint duration distributions for the modeling of bivariate survival functions. The paper demonstrates practical implementation of the copula approach. A numerical example is considered, which is based on the data from the German Socio-Economic Panel Study GSOEP. We model the dependence between the duration of time a woman remains childless and the duration of employment among German married women.

1. FULLTEXT: Modeling the dependence between the duration of time a woman remains childless and the duration of employment using bivariate copula models, Microsoft Office Document, 0.7MB

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