2026-04-17T05:02:05Zhttps://recercat.cat/oai/request

oai:recercat.cat:2445/1340302025-12-05T05:56:46Zcom_2072_1057col_2072_478917col_2072_478919

00925njm 22002777a 4500 dc Castañer, Anna author Claramunt Bielsa, M. Mercè author Lefèvre, Claude author Loisel, Stéphane author 2019-05-28T14:47:30Z 2021-07-31T05:10:14Z 2019-07 2019-05-28T14:47:30Z In this paper, we introduce a new multivariate dependence model that generalizes the standard Schur-constant model. The difference is that the random vector considered is partially exchangeable, instead of exchangeable, whence the term partially Schur-constant. Its advantage is to allow some heterogeneity of marginal distributions and a more flexible dependence structure, which broadens the scope of potential applications. We first show that the associated joint survival function is a monotonic multivariate function. Next, we derive two distributional representations that provide an intuitive understanding of the underlying dependence. Several other properties are obtained, including correlations within and between subvectors. As an illustration, we explain how such a model could be applied to risk management for insurance networks. Models matemàtics Risc (Assegurances) Risc (Economia) Mathematical models Risk (Insurance) Risk Partially Schur-constant models