Castañer, AnnaClaramunt Bielsa, M. MercèLefèvre, ClaudeLoisel, Stéphane2016-10-192017-09-302015-06-100047-259Xhttps://hdl.handle.net/2445/102737This 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.20 p.application/pdfengcc-by-nc-nd (c) Elsevier, 2015http://creativecommons.org/licenses/by-nc-nd/3.0/esModels matemàticsRisc (Assegurances)Risc (Economia)Mathematical modelsRisk (Insurance)Riskinfo:eu-repo/semantics/article6529422016-10-19info:eu-repo/semantics/openAccess