# metadata.dc.description.abstract[].value
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.

# metadata.dc.relation.ispartof[].value
Journal of Multivariate Analysis, 2015, vol. 140, p. 343-362

# metadata.dc.source[].value
Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)