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...
| Authors: | ; |
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| Format: | Article |
| Status: | Accepted version |
| Publication date: | 2019 |
| Country: | España |
| Institution: | Universidad de Barcelona |
| Repository: | Dipòsit Digital de la UB |
| OAI Identifier: | oai:diposit.ub.edu:2445/134465 |
| Online Access: | https://hdl.handle.net/2445/134465 |
| Access Level: | Open access |
| Keyword: | Models matemàtics Risc (Assegurances) Risc (Economia) Mathematical models Risk (Insurance) Risk |
| Summary: | 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. |
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