On \(s\)-convex stochastic extrema for arithmetic risks

DOI10.1016/S0167-6687(99)00030-XzbMath1006.91041OpenAlexW2080645034WikidataQ126311171 ScholiaQ126311171MaRDI QIDQ1962824

M'hamed Mesfioui, Michel M. Denuit, Claude Lefèvre

Publication date: 30 March 2000

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00030-x

zbMATH Keywords

ruin probabilitycompound binomial risk processdiscrete stochastic orderings

Mathematics Subject Classification ID

Related Items (11)

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Cites Work

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• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
• Optimal reinsurance in relation to ordering of risks
• Stochastic bounds on sums of dependent risks
• Stochastic Orderings of Convex/Concave-Type on an Arbitrary Grid
• The s-convex orders among real random variables, with applications
• Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
• GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES

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