Some bivariate Schur-constant distributions and application to life insurance

DOI10.1016/J.CAM.2024.116296MaRDI QIDQ6653545zbMATH OpenFDO

Authors Altan Tuncel, Tugba Aktas Aslan

Publication date 16 December 2024

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

survival analysisArchimedean copulalife insurancedependencyproportional hazard rate modelSchur-constant model

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Actuarial science and mathematical finance (91Gxx) Statistical distribution theory (62Exx)

Cites work

• scientific article; zbMATH DE number 6257238 (Why is no real title available?)
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• Equilibrium distributions and discrete Schur-constant models
• Funzione caratteristica di un fenomeno aleatorio.
• Markov property in discrete Schur-constant models
• Multivariate discrete distributions via sums and shares
• Partially Schur-constant models
• Reliability modelling and analysis in discrete time
• Schur-constant and related dependence models, with application to ruin probabilities
• Some properties of Schur-constant survival models and their copulas
• Some properties of bivariate Schur-constant distributions
• WBF property and stochastical monotonicity of the Markov process associated to Schur-constant survival functions

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