Time stochastic \(s\)-convexity of claim processes

DOI10.1016/S0167-6687(99)00049-9zbMath0966.60012MaRDI QIDQ1584516

Michel M. Denuit

Publication date: 18 February 2001

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

\(s\)-convexactuarial sciences\(s\)-increasing convex

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items

Some Extensions of Preinvexity for Stochastic Processes, Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The moments of ruin time in the classical risk model with discrete claim size distribution
• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
• Optimal reinsurance in relation to ordering of risks
• On \(s\)-convex stochastic extrema for arithmetic risks
• Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid
• Preservation of Stochastic Orderings under Random Mapping by Point Processes
• Stochastic Comparisons for Non-Markov Processes
• Stochastic convexity and its applications
• The s-convex orders among real random variables, with applications
• Stochastic Orders Generated by Integrals: a Unified Study
• Comparing sums of exchangeable Bernoulli random variables
• GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES