Some new conditions for the increasing convex comparison of risks
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Publication:4248559
DOI10.1080/03461238.1997.10413976zbMath0926.62102OpenAlexW2094673571MaRDI QIDQ4248559
Publication date: 28 November 1999
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1997.10413976
stochastic ordersincreasing convex ordercollective risk modelconvex orderLaplace orderrandom evaluations of collective risk modelsrandom summations of risks
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Related Items (3)
Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications ⋮ Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications ⋮ CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
Cites Work
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- Lorenz ordering of means and medians
- Majorization and the Lorenz order: a brief introduction
- Some Reliability Applications of the Variability Ordering
- ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS
- Stochastic comparisons for queueing models via random sums and intervals
- The Efficiency Analysis of Choices Involving Risk
- Laplace ordering and its applications
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