Markov Property in Discrete Schur-constant Models |
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| Authors: | Claude?Lefèvre mailto:clefevre@ulb.ac.be" title=" clefevre@ulb.ac.be" itemprop=" email" data-track=" click" data-track-action=" Email author" data-track-label=" " >Email author,Stéphane?Loisel,Sergey?Utev |
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| Affiliation: | 1.Département de Mathématique,Université Libre de Bruxelles,Bruxelles,Belgium;2.Institut de Science Financière et d’Assurances,Université de Lyon,Lyon,France;3.Department of Mathematics,University of Leicester,Leicester,UK |
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| Abstract: | ![]()
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 Markov chain. This is shown in three different situations where the random variables considered take values in the sets 0, {0,1} or {0,…,m}, m ≥ 2. The property of Schur-constancy is also compared for these three cases. |
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