Partially Schur-constant models

DOI10.1016/J.JMVA.2019.01.007zbMath1415.60034OpenAlexW2911726411MaRDI QIDQ2001085

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

Publication date: 2 July 2019

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2019.01.007

zbMATH Keywords

risk managementmultivariate multiple monotonicitypartially exchangeable vectorSchur-constant model

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09)

Related Items (5)

How exceptional is the extremal Kendall and Kendall-type convolution ⋮ Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities ⋮ Schur-constant and related dependence models, with application to ruin probabilities ⋮ Editorial for the special issue on dependence models ⋮ On partially Schur-constant models and their associated copulas

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