摘要：We show that each infinite exchangeable sequence τ1 , τ2 , . . . of random variables of the generalised Marshall–Olkin kind can be uniquely linked to an additive subordinator via its deFinetti representation. This is useful for simulation, model estimation, and model building.
关键词：Shock model ; Stochastic processes ; Survival analysis ; Marshall–Olkin ; de Finetti ; 60G09 ; 60G51 ; 62H05
