کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145436 1489660 2015 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Discrete Schur-constant models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Discrete Schur-constant models
چکیده انگلیسی

This paper introduces a class of Schur-constant survival models, of dimension nn, for arithmetic non-negative random variables. Such a model is defined through a univariate survival function that is shown to be nn-monotone. Two general representations are obtained, by conditioning on the sum of the nn variables or through a doubly mixed multinomial distribution. Several other properties including correlation measures are derived. Three processes in insurance theory are discussed for which the claim interarrival periods form a Schur-constant model.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 140, September 2015, Pages 343–362
نویسندگان
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