Suppose I have a multivariate Pareto distribution with cdf,
$$ Prob(Z_{1}<z_{1},\dots,Z_{n}<z_{n}) = H(\textbf{z}) = 1 - \left( \sum_{i=1}^{n} (T_{i}z_{i}^{-\theta})^{\frac{1}{1-\rho}} \right)^{1-\rho} $$
This is the Pareto distribution derived in this paper. What is the correct way to compute the survival function?
