Exteded Marshall-Olkin models with implicit shocks and applications

Grant number:	18/23185-0
Support Opportunities:	Research Grants - Visiting Researcher Grant - International
Duration:	February 20, 2019 - 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)

Articles published in Agência FAPESP Newsletter about the research grant:

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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)

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