Exteded Marshall-Olkin models with implicit shocks and applications

• Grant number: 18/23185-0
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• Start date: February 20, 2019
• End date: March 17, 2019
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Applied Probability and Statistics
• Principal Investigator: Nikolai Valtchev Kolev
• Grantee: Nikolai Valtchev Kolev
• Visiting researcher: Sabrina Mulinacci
• Visiting researcher institution: Università di Bologna, Italy
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Associated research grant: 13/07375-0 - CeMEAI - Center for Mathematical Sciences Applied to Industry, AP.CEPID

Abstract

We suggest an improvement of the Extended Marshall-Olkin model considering a delayed effect of the common shocks affecting the elements of the system. Properties of the model will be investigated and applications will be discussed. (AU)

Scientific publications

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

GOBBI, FABIO; KOLEV, NIKOLAI; MULINACCI, SABRINA. Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications. INSURANCE MATHEMATICS & ECONOMICS, v. 101, n. B, p. 342-358, NOV 2021. (13/07375-0, 18/23185-0)