Discrete Schur-constant models

DOI10.1016/J.JMVA.2015.06.003zbMath1327.60038OpenAlexW1929912139MaRDI QIDQ495392

Stéphane Loisel, M. Mercé Claramunt, Anna Castañer, Claude Lefèvre

Publication date: 10 September 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2015.06.003

zbMATH Keywords

survival functioninsurance risk theorymixed multinomial distributionmultiple monotonicitySchur-constant property

Mathematics Subject Classification ID

Probability distributions: general theory (60E05)

Related Items (14)

Markov property in discrete Schur-constant models ⋮ Counts of Bernoulli success strings in a multivariate framework ⋮ Splitting models for multivariate count data ⋮ On finite exchangeable sequences and their dependence ⋮ Multivariate discrete distributions via sums and shares ⋮ Probability solutions of the Sincov's functional equation on the set of nonnegative integers ⋮ On quasi Pólya thinning operator ⋮ Schur-constant and related dependence models, with application to ruin probabilities ⋮ Some properties of bivariate Schur-constant distributions ⋮ New characterizations of bivariate discrete Schur-constant models ⋮ Partially Schur-constant models ⋮ Equilibrium distributions and discrete Schur-constant models ⋮ On partially Schur-constant models and their associated copulas ⋮ A law of uniform seniority for dependent lives

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