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Discrete Schur-constant models

par Castañer, Anna;Claramunt, Mercè M.M.;Lefèvre, Claude ;Loisel, Stéphane
Référence Journal of Multivariate Analysis, 140, page (343-362)
Publication Publié, 2015-09

Article révisé par les pairs

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Résumé :

This paper introduces a class of Schur-constant survival models, of dimension n, for arithmetic non-negative random variables. Such a model is defined through a univariate survival function that is shown to be n-monotone. Two general representations are obtained, by conditioning on the sum of the n 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.