Name
Abstract | ||
|---|---|---|
Consider m counting processes @C"i,i=1,2,...,m, and a random vector of positive integers M=(M"1,M"2,...,M"m). Denote by X"i"j the jth interpoint interval in the process @C"i,i=1,2,...,m,j=1,2,..., and define Z"i=@?"j"="1^M^"^iX"i"j,i=1,2,...,m. It is assumed that M is independent of the @C"i's, however, the processes @C"i's are not necessarily mutually independent. In this paper we identify some situations in which the positive (negative) association of the M"i's implies the positive (negative) association of the Z"i's. Some applications in reliability theory and in insurance are indicated. |
Year | DOI | Venue |
|---|---|---|
2002 | 10.1016/S0167-6377(02)00181-5 | Oper. Res. Lett. |
Keywords | Field | DocType |
claim model,multivariate shock,reliability theory,positive integers m,jth interpoint interval,random vector,m counting process,parallel systems,renewal process,stochastic order | Integer,Discrete mathematics,Combinatorics,Multivariate statistics,Multivariate random variable,Independence (probability theory),Mathematics,Reliability theory | Journal |
Volume | Issue | ISSN |
30 | 4 | Operations Research Letters |
Citations | PageRank | References |
0 | 0.34 | 2 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Félix Belzunce | 1 | 36 | 6.76 |
| Rosa E. Lillo | 2 | 11 | 5.35 |
| Franco Pellerey | 3 | 35 | 5.64 |
| Moshe Shaked | 4 | 143 | 31.05 |