Stationary-excess operator and convex stochastic orders

DOI10.1016/j.insmatheco.2010.03.009zbMath1231.91205OpenAlexW2073549053MaRDI QIDQ661209

Stéphane Loisel, Claude Lefèvre

Publication date: 10 February 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.03.009

zbMATH Keywords

stochastic ordersconjugate operatordiscrete and continuous versionsinsurance risksmonotone distributionsstochastic extrema

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (4)

Convex extrema for nonincreasing discrete distributions: effects of convexity constraints ⋮ Equilibrium distributions and discrete Schur-constant models ⋮ A separation theorem for the weak \(s\)-convex orders ⋮ On Multiply Monotone Distributions, Continuous or Discrete, with Applications

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