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Title: Equilibrium distributions and discrete Schur-constant models
Author: Castañer, Anna
Claramunt Bielsa, M. Mercè
Keywords: Models matemàtics
Risc (Assegurances)
Risc (Economia)
Mathematical models
Risk (Insurance)
Issue Date: 29-Mar-2018
Publisher: Springer Verlag
Abstract: This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival function. First, the bivariate case is considered and analyzed in depth, stressing the main characteristics of the Poisson case. The analysis is then extended to the multivariate case. Several properties are derived, including the implicit correlation and the distribution of the sum.
Note: Versió postprint del document publicat a:
It is part of: Methodology and Computing in Applied Probability , 2019, vol. 21, num. 2, p. 449-459
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ISSN: 1387-5841
Appears in Collections:Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

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