Partially Schur-constant models
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DOI: 10.1016/j.jmva.2019.01.007
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- Anna Castañer & M. Mercè Claramunt & Claude Lefèvre & Stéphane Loisel, 2019. "Partially Schur-constant models," Post-Print hal-01998057, HAL.
References listed on IDEAS
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"Discrete Schur-constant models,"
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Cited by:
- Lefèvre Claude & Picard Philippe, 2023. "Abel-Gontcharoff polynomials, parking trajectories and ruin probabilities," Dependence Modeling, De Gruyter, vol. 11(1), pages 1-17.
- Claude Lefèvre & Matthieu Simon, 2021. "Schur-Constant and Related Dependence Models, with Application to Ruin Probabilities," Methodology and Computing in Applied Probability, Springer, vol. 23(1), pages 317-339, March.
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Keywords
Multivariate multiple monotonicity; Partially exchangeable vector; Risk management; Schur-constant model.;All these keywords.
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