Preservation of weak stochastic arrangement increasing under fixed time left-censoring

DOI10.1016/j.spl.2017.04.018zbMath1380.60028OpenAlexW2616381879MaRDI QIDQ1687189

Xiaohu Li, Chen Li

Publication date: 22 December 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.04.018

zbMATH Keywords

cost allocationwarrantyasset allocationstochastic arrangement increasing

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Censored data models (62N01)

Related Items (3)

Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns ⋮ Preservation of weak SAI's under increasing transformations with applications ⋮ On asset allocation for a threshold model with dependent returns

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