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2019

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Please use this identifier to cite or link to this item: https://hdl.handle.net/2445/134465

Equilibrium distributions and discrete Schur-constant models

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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.

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https://doi.org/10.1007/s11009-018-9632-5

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Models matemàtics, Risc (Assegurances), Risc (Economia)

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Mathematical models, Risk (Insurance), Risk

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Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)

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CASTAÑER, Anna and CLARAMUNT BIELSA, M. Mercè. Equilibrium distributions and discrete Schur-constant models. Methodology and Computing in Applied Probability. 2019. Vol. 21, num. 2, pags. 449-459. ISSN 1387-5841. [consulted: 10 of October of 2026]. Available at: https://hdl.handle.net/2445/134465

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