[KNIHA][B] Reliability modelling and analysis in discrete time

U Nair, PG Sankaran, N Balakrishnan - 2018 - books.google.com
Reliability Modelling and Analysis in Discrete Time provides an overview of the probabilistic
and statistical aspects connected with discrete reliability systems. This engaging book …

[HTML][HTML] Pseudo-moment generating functions: Application to pseudo-Schur constant random vectors

S Mulinacci, M Ricci - Fuzzy Sets and Systems, 2024 - Elsevier
In this note we show that pseudo-analysis tools can be effective in obtaining results in a
distorted probability framework. More precisely, we introduce the notion of pseudo …

Markov property in discrete Schur-constant models

C Lefèvre, S Loisel, S Utev - Methodology and Computing in Applied …, 2018 - Springer
This paper is concerned with Schur-constant survival models for discrete random variables.
Our main purpose is to prove that the associated partial sum process is a non-homogeneous …

A law of uniform seniority for dependent lives

C Genest, N Kolev - Scandinavian Actuarial Journal, 2021 - Taylor & Francis
The law of uniform seniority is an actuarial principle which justifies the replacement of an
annuity on joint lives of unequal ages by an annuity on a single life, often computed at a …

Risk models in insurance and epidemics: a bridge through randomized polynomials

C Lefèvre, P Picard - Probability in the Engineering and Informational …, 2015 - cambridge.org
The purpose of this work is to construct a bridge between two classical topics in applied
probability: the finite-time ruin probability in insurance and the final outcome distribution in …

[HTML][HTML] Discrete Schur-constant models

A Castañer, MM Claramunt, C Lefèvre… - Journal of Multivariate …, 2015 - Elsevier
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 …

Some properties of bivariate Schur-constant distributions

BQ Ta, CP Van - Statistics & Probability Letters, 2017 - Elsevier
This paper deals with the Laplace transform of bivariate Schur-constant models. We show
that this transform generates a new family of copulas. Some connections with excursion …

Some bivariate Schur-constant distributions and application to life insurance

A Tuncel, TA Aslan - Journal of Computational and Applied Mathematics, 2025 - Elsevier
Schur-constant models play a particular role when modelling time in fields such as actuarial
science, insurance, reliability and survival models. These models describe random lifetimes …

Characterizations and time-dependent association measures for bivariate Schur-constant distributions

NU Nair, PG Sankaran - 2014 - projecteuclid.org
Bivariate Schur-constant distributions have an important role in Bayesian analysis of lifetime
data, as models possessing no-ageing property. In the present work, we obtain …

Schur-constant and related dependence models, with application to ruin probabilities

C Lefèvre, M Simon - Methodology and Computing in Applied Probability, 2021 - Springer
This paper relates to Schur-constant vectors in their usual continuous version. Our first goal
is to highlight the existing links with L 1 symmetric Dirichlet vectors and Archimedean …