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http://hdl.handle.net/2445/102737
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DC Field | Value | Language |
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dc.contributor.author | Castañer, Anna | - |
dc.contributor.author | Claramunt Bielsa, M. Mercè | - |
dc.contributor.author | Lefèvre, Claude | - |
dc.contributor.author | Loisel, Stéphane | - |
dc.date.accessioned | 2016-10-19T11:04:26Z | - |
dc.date.available | 2017-09-30T22:01:29Z | - |
dc.date.issued | 2015-06-10 | - |
dc.identifier.issn | 0047-259X | - |
dc.identifier.uri | http://hdl.handle.net/2445/102737 | - |
dc.description.abstract | This paper introduces a class of Schur-constant survival models, of dimension n, for arithmetic non-negative random variables. Such a model is defined through a univariate survival function that is shown to be n-monotone. Two general representations are obtained, by conditioning on the sum of the n variables or through a doubly mixed multinomial distribution. Several other properties including correlation measures are derived. Three processes in insurance theory are discussed for which the claim interarrival periods form a Schur-constant model. | - |
dc.format.extent | 20 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Elsevier | - |
dc.relation.isformatof | Versió postprint del document publicat a: http://www.sciencedirect.com/science/article/pii/S0047259X15001463 | - |
dc.relation.ispartof | Journal of Multivariate Analysis, 2015, vol. 140, p. 343-362 | - |
dc.rights | cc-by-nc-nd (c) Elsevier, 2015 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/es | - |
dc.source | Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial) | - |
dc.subject.classification | Models matemàtics | - |
dc.subject.classification | Risc (Assegurances) | - |
dc.subject.classification | Risc (Economia) | - |
dc.subject.other | Mathematical models | - |
dc.subject.other | Risk (Insurance) | - |
dc.subject.other | Risk | - |
dc.title | Discrete Schur-constant models | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.idgrec | 652942 | - |
dc.date.updated | 2016-10-19T11:04:32Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial) |
Files in This Item:
File | Description | Size | Format | |
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652942.pdf | 308.96 kB | Adobe PDF | View/Open |
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