Article ID Journal Published Year Pages File Type
5077104 Insurance: Mathematics and Economics 2009 11 Pages PDF
Abstract
In this paper, the dependence structure of a Schur-constant model is investigated. A necessary and sufficient condition for a random vector to be Schur-constant is given, and some properties of the Schur-constant model are presented as well. Several applications of the Schur-constant model in insurance and finance are discussed.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Decomposition of a Schur-constant model and its applications
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