Please use this identifier to cite or link to this item:
http://hdl.handle.net/2445/134465
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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.date.accessioned | 2019-06-04T09:25:15Z | - |
dc.date.available | 2019-06-05T05:10:17Z | - |
dc.date.issued | 2019 | - |
dc.identifier.issn | 1387-5841 | - |
dc.identifier.uri | http://hdl.handle.net/2445/134465 | - |
dc.description.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. | - |
dc.format.extent | 11 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Springer Verlag | - |
dc.relation.isformatof | Versió postprint del document publicat a: https://doi.org/10.1007/s11009-018-9632-5 | - |
dc.relation.ispartof | Methodology and Computing in Applied Probability, 2019, vol. 21, núm. 2, p. 449-459 | - |
dc.relation.uri | https://doi.org/10.1007/s11009-018-9632-5 | - |
dc.rights | (c) Springer Verlag, 2019 | - |
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 | Equilibrium distributions and discrete Schur-constant models | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.idgrec | 679771 | - |
dc.date.updated | 2019-06-04T09:25:15Z | - |
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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679771.pdf | 171.24 kB | Adobe PDF | View/Open |
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