Equilibrium distributions and discrete Schur-constant models

This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival function. First, the bivariate case is considered and analyzed in...

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Detalles Bibliográficos
Autores: Castañer, Anna, Claramunt Bielsa, M. Mercè
Tipo de recurso: artículo
Estado:Versión aceptada para publicación
Fecha de publicación:2019
País:España
Institución:Universidad de Barcelona
Repositorio:Dipòsit Digital de la UB
OAI Identifier:oai:diposit.ub.edu:2445/134465
Acceso en línea:https://hdl.handle.net/2445/134465
Access Level:acceso abierto
Palabra clave:Models matemàtics
Risc (Assegurances)
Risc (Economia)
Mathematical models
Risk (Insurance)
Risk
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spelling Equilibrium distributions and discrete Schur-constant modelsCastañer, AnnaClaramunt Bielsa, M. MercèModels matemàticsRisc (Assegurances)Risc (Economia)Mathematical modelsRisk (Insurance)RiskThis paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival function. First, the bivariate case is considered and analyzed in depth, stressing the main characteristics of the Poisson case. The analysis is then extended to the multivariate case. Several properties are derived, including the implicit correlation and the distribution of the sum.Springer Verlag2019info:eu-repo/semantics/articleinfo:eu-repo/semantics/acceptedVersionapplication/pdfhttps://hdl.handle.net/2445/134465Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)reponame:Dipòsit Digital de la UBinstname:Universidad de BarcelonaInglésVersió postprint del document publicat a: https://doi.org/10.1007/s11009-018-9632-5Methodology and Computing in Applied Probability, 2019, vol. 21, núm. 2, p. 449-459https://doi.org/10.1007/s11009-018-9632-5(c) Springer Verlag, 2019info:eu-repo/semantics/openAccessoai:diposit.ub.edu:2445/1344652026-05-27T06:46:51Z
dc.title.none.fl_str_mv Equilibrium distributions and discrete Schur-constant models
title Equilibrium distributions and discrete Schur-constant models
spellingShingle Equilibrium distributions and discrete Schur-constant models
Castañer, Anna
Models matemàtics
Risc (Assegurances)
Risc (Economia)
Mathematical models
Risk (Insurance)
Risk
title_short Equilibrium distributions and discrete Schur-constant models
title_full Equilibrium distributions and discrete Schur-constant models
title_fullStr Equilibrium distributions and discrete Schur-constant models
title_full_unstemmed Equilibrium distributions and discrete Schur-constant models
title_sort Equilibrium distributions and discrete Schur-constant models
dc.creator.none.fl_str_mv Castañer, Anna
Claramunt Bielsa, M. Mercè
author Castañer, Anna
author_facet Castañer, Anna
Claramunt Bielsa, M. Mercè
author_role author
author2 Claramunt Bielsa, M. Mercè
author2_role author
dc.subject.none.fl_str_mv Models matemàtics
Risc (Assegurances)
Risc (Economia)
Mathematical models
Risk (Insurance)
Risk
topic Models matemàtics
Risc (Assegurances)
Risc (Economia)
Mathematical models
Risk (Insurance)
Risk
description This paper introduces Schur-constant equilibrium distribution models of dimension n for arithmetic non-negative random variables. Such a model is defined through the (several orders) equilibrium distributions of a univariate survival function. First, the bivariate case is considered and analyzed in depth, stressing the main characteristics of the Poisson case. The analysis is then extended to the multivariate case. Several properties are derived, including the implicit correlation and the distribution of the sum.
publishDate 2019
dc.date.none.fl_str_mv 2019
dc.type.none.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/acceptedVersion
format article
status_str acceptedVersion
dc.identifier.none.fl_str_mv https://hdl.handle.net/2445/134465
url https://hdl.handle.net/2445/134465
dc.language.none.fl_str_mv Inglés
language_invalid_str_mv Inglés
dc.relation.none.fl_str_mv Versió postprint del document publicat a: https://doi.org/10.1007/s11009-018-9632-5
Methodology and Computing in Applied Probability, 2019, vol. 21, núm. 2, p. 449-459
https://doi.org/10.1007/s11009-018-9632-5
dc.rights.none.fl_str_mv (c) Springer Verlag, 2019
info:eu-repo/semantics/openAccess
rights_invalid_str_mv (c) Springer Verlag, 2019
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Springer Verlag
publisher.none.fl_str_mv Springer Verlag
dc.source.none.fl_str_mv Articles publicats en revistes (Matemàtica Econòmica, Financera i Actuarial)
reponame:Dipòsit Digital de la UB
instname:Universidad de Barcelona
instname_str Universidad de Barcelona
reponame_str Dipòsit Digital de la UB
collection Dipòsit Digital de la UB
repository.name.fl_str_mv
repository.mail.fl_str_mv
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score 15,300724

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