On Multiply Monotone Distributions, Continuous or Discrete, with Applications

DOI10.1239/jap/1378401239zbMath1293.62028MaRDI QIDQ147981

Claude Lefèvre, Stéphane Loisel, Stéphane Loisel, Claude Lefèvre

Publication date: September 2013

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1378401239

zbMATH Keywords

insurance risk theorystationary-excess operator\(s\)-convex stochastic order\(t\)-monotone functionMarkov and Lyapunov inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10)

Related Items (16)

Testing \(k\)-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population ⋮ Splitting models for multivariate count data ⋮ Completely monotone distributions: mixing, approximation and estimation of number of species ⋮ Bell-shaped sequences ⋮ Efficient shape-constrained inference for the autocovariance sequence from a reversible Markov chain ⋮ Convex extrema for nonincreasing discrete distributions: effects of convexity constraints ⋮ Discrete Schur-constant models ⋮ Risk apportionment and multiply monotone targets ⋮ Partially Schur-constant models ⋮ Multiple monotonicity of discrete distributions: the case of the Poisson model ⋮ Equilibrium distributions and discrete Schur-constant models ⋮ A separation theorem for the weak \(s\)-convex orders ⋮ On s-convex bounds for Beta-unimodal distributions with applications to basis risk assessment ⋮ pkmon ⋮ On partially Schur-constant models and their associated copulas ⋮ Least squares estimation of a completely monotone pmf: from analysis to statistics

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