Comparison results of range-based quantities in the classical risk models
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Cites work
- A note on dispersive ordering defined by hazard functions
- Bayesian inference for exponential distribution based on upper record range
- Dispersive ordering and the total time on test transformation
- scientific article; zbMATH DE number 918811 (Why is no real title available?)
- Liquidation risk in insurance under contemporary regulatory frameworks
- On a risk measure inspired from the ruin probability and the expected deficit at ruin
- On distribution of functionals of a Brownian motion stopped at the inverse range time
- On extensions of dmrl and related partial orderings of life distributions
- On some measures of the severity of ruin in the classical Poisson model
- On the range of Brownian motion and its inverse process
- Properties of a risk measure derived from the expected area in red
- Range of Brownian motion with drift
- Recent developments in ordered random variables.
- Records
- Ruin probabilities
- Ruin-based risk measures in discrete-time risk models
- Stochastic orders
- The ruin problem and cover times of asymmetric random walks and Brownian motions
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