Order relations for some distributions

DOI10.1016/0167-6687(95)00002-AzbMath0835.62013OpenAlexW2017010541MaRDI QIDQ1902630

Ole Hesselager

Publication date: 22 November 1995

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

Full work available at URL: https://doi.org/10.1016/0167-6687(95)00002-a

zbMATH Keywords

stochastic orderingposterior distributionsdiscrete distributionscontinuous distributionscollective risk theoryhypergeometric distributionsstop-loss orderingsufficient conditions of sign-change type

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Related Items (8)

ROLE OF EQUILIBRIUM DISTRIBUTION IN RELIABILITY STUDIES ⋮ General frailty model and stochastic orderings ⋮ Ordering claim size distributions and mixed Poisson probabilities ⋮ Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences ⋮ Exchangeable FGM copulas ⋮ Higher degree stop-loss transforms and stochastic orders — (II) Applications ⋮ Dependence in failure times due to environmental factors ⋮ ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS

Cites Work

• Unnamed Item
• Stop-loss order, unequal means, and more dangerous distributions
• Optimal reinsurance in relation to ordering of risks
• A recursive procedure for calculation of some mixed compound poisson distributions
• Ordering of risks and ruin probabilities

This page was built for publication: Order relations for some distributions