# Advanced Methods in Mathematical Finance

28-31 August 2018
Angers - France
Europe/Paris timezone

## On discrete Schur-constant vectors, with applications.

29 Aug 2018, 15:50
30m
Angers - France

### Speaker

Prof. Stéphane Loisel (Université de Lyon 1)

### Description

This talk 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 different cases as the random variables take values in the set of nonnegative integers or in the set of integers smaller than $m\geq 1$. The property of Schur-constancy is also compared for thesecases. We also present a few additional results on Schur-constant vectors. This is based on joint works with Castaner, Claramunt, Lefèvre and Utev.

### Presentation Materials

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