Selective lack-of-memory and its application

• Autorzy: Czesław Stępniak
• Języki publikacji: EN

Abstrakty

EN

We say that a random variable X taking nonnegative integers has selective lack-of-memory (SLM) property with selector s if P(X ≥ n + s/X ≥ n) = P(X ≥ s) for n = 0,1,.... This property is characterized in an elementary manner by probabilities pₙ = P(X=n). An application in car insurance is presented.

Słowa kluczowe

EN

discrete distribution; lack-of-memory; selective lack-of-memory; car insurance

Kategorie tematyczne

• 62E10: Characterization and structure theory
• 62P05: Applications to actuarial sciences and financial mathematics

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae Probability and Statistics
• Rocznik: 2009
• Tom: 29
• Numer: 1
• Strony: 31-39

Daty

wydano

2009

otrzymano

2009-02-14

Twórcy

autor

Czesław Stępniak

• Institute of Mathematics, University of Rzeszów, Rejtana 16 A, PL-35-959 Rzeszów, Poland

Bibliografia

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Identyfikatory

DOI

10.7151/dmps.1105