Partially Schur-constant models

DOI10.1016/J.JMVA.2019.01.007MaRDI QIDQ2001085zbMATH OpenOpenAlexFDO

Authors Anna Castañer, Stéphane Loisel, M. Mercè Claramunt, Claude Lefèvre

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

multivariate multiple monotonicitypartially exchangeable vectorrisk managementSchur-constant model

Mathematics Subject Classification ID

Exchangeability for stochastic processes (60G09)

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Cites work

• A natural parametrization of multivariate distributions with limited memory
• A new bivariate Poisson common shock model covering all possible degrees of dependence
• Archimedean copulas in finite and infinite dimensions -- with application to ruin problems
• Characterizations of multivariate geometric distributions in terms of conditional distributions
• Decomposition of a Schur-constant model and its applications
• Discrete Schur-constant models
• Encyclopedia of statistical sciences. 16 Vols.
• Equilibrium distributions and discrete Schur-constant models
• Estimation of a \(k\)-monotone density: limit distribution theory and the spline connection
• Higher order monotonic functions of several variables
• scientific article; zbMATH DE number 4161783 (Why is no real title available?)
• Markov property in discrete Schur-constant models
• Modelling lifetimes with bivariate Schur-constant equilibrium distributions from renewal theory
• Multiply monotone functions and their Laplace transforms
• Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
• Multivariate discrete distributions via sums and shares
• Multivariate geometric distributions, (logarithmically) monotone sequences, and infinitely divisible laws
• On multiply monotone distributions, continuous or discrete, with applications
• Reliability modelling and analysis in discrete time
• Some properties of bivariate Schur-constant distributions
• Some properties of Schur-constant survival models and their copulas

Cited in

(10)

• Decomposition of a Schur-constant model and its applications
• Editorial for the special issue on dependence models
• On partially Schur-constant models and their associated copulas
• Schur-constant and related dependence models, with application to ruin probabilities
• Equilibrium distributions and discrete Schur-constant models
• Some properties of Schur-constant survival models and their copulas
• How exceptional is the extremal Kendall and Kendall-type convolution
• Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities
• Some bivariate Schur-constant distributions and application to life insurance
• An extension of interval probabilities using modal interval theory and its application to non-life insurance

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