Discrete Schur-constant models
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Publication:495392
DOI10.1016/J.JMVA.2015.06.003zbMATH Open1327.60038OpenAlexW1929912139MaRDI QIDQ495392FDOQ495392
Authors: Stéphane Loisel, Anna Castañer, M. Mercè Claramunt, 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
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insurance risk theorysurvival functionmixed multinomial distributionmultiple monotonicitySchur-constant property
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Cited In (20)
- Special characterizations of standard discrete models
- On quasi Pólya thinning operator
- A law of uniform seniority for dependent lives
- Partially Schur-constant models
- Markov property in discrete Schur-constant models
- On finite exchangeable sequences and their dependence
- Title not available (Why is that?)
- Equilibrium distributions and discrete Schur-constant models
- Multivariate discrete distributions via sums and shares
- New characterizations of bivariate discrete Schur-constant models
- Splitting models for multivariate count data
- Discrete models and sign-invariant structures of matrices
- Counts of Bernoulli success strings in a multivariate framework
- Decomposition of a Schur-constant model and its applications
- On partially Schur-constant models and their associated copulas
- Probability solutions of the Sincov's functional equation on the set of nonnegative integers
- Schur-constant and related dependence models, with application to ruin probabilities
- Some bivariate Schur-constant distributions and application to life insurance
- Some properties of Schur-constant survival models and their copulas
- Some properties of bivariate Schur-constant distributions
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