Tests for Laplace order dominance with applications to insurance data
From MaRDI portal
Publication:2038232
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
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30)
Uses Software
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