Tests for Laplace order dominance with applications to insurance data

DOI10.1016/j.insmatheco.2021.04.005zbMath1464.62268OpenAlexW3153460596MaRDI QIDQ2038232

Dhrubasish Bhattacharyya, Ruhul Ali Khan, Murari Mitra

Publication date: 6 July 2021

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.04.005

zbMATH Keywords

asymptotic normalityMonte Carlo simulationnonparametric testLaplace order

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30)

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Two-sample nonparametric test for comparing mean time to failure functions in age replacement
• Stochastic orders
• On non-monotonic ageing properties from the Laplace transform, with actuarial applications
• The Laplace order and ordering of residual lives
• Laplace transform ordering of actuarial quantities.
• Preservation properties for the Laplace transform ordering of residual lives
• Testing exponentiality against the \(\mathcal L\)-class of life distributions
• Nonparametric tests for stochastic ordering
• A nonparametric test for comparison of mean past lives
• A comonotonic image of independence for additive risk measures
• Laplace transform ordering of time to failure in age replacement models
• A useful ageing property based on the Laplace transform
• On a test for exponentiality against Laplace order dominance
• Testing Exponentiality Against Laplace Order Dominance-
• Laplace ordering and its applications

This page was built for publication: Tests for Laplace order dominance with applications to insurance data