Stochastic convexity of the Poisson mixture model

DOI10.1023/A:1010054211652zbMath0977.60010OpenAlexW1670632937MaRDI QIDQ5926521

Shaked, Moshe, Michel M. Denuit, Claude Lefèvre

Publication date: 4 January 2002

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010054211652

zbMATH Keywords

compound Poissonstochastic convexitystochastic orders

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Poisson-Gamma mixture processes and applications to premium calculation ⋮ Multivariate higher-degree stochastic increasing convexity ⋮ On Multiply Monotone Distributions, Continuous or Discrete, with Applications

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