On domination problem of non-negative distributions

DOI10.1007/S11464-009-0040-6MaRDI QIDQ1034901zbMATH OpenOpenAlexFDO

Authors Zishan Su, Chun Su, Zhishui Hu, Jie Liu

Publication date 9 November 2009

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11464-009-0040-6

zbMATH Keywords

class \(\mathcal D\)class \(\mathcal M\)class \(\mathcal M^{*}\)dominationKaramata indexnon-negative distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Inequalities; stochastic orderings (60E15)

Recommendations

• The dominant relations and their applications on some subclasses of heavy-tailed distributions
• Hazard function and characterizations on distribution tails of nonnegative random variables
• Some discussions on the local distribution classes
• A wide class of heavy-tailed distributions and its applications
• A kind of distributions

Cites work

• A wide class of heavy-tailed distributions and its applications
• Approximations for moments of deficit at ruin with exponential and subexponential claims.
• Characterizations on heavy-tailed distributions by means of hazard rate.
• scientific article; zbMATH DE number 1026574 (Why is no real title available?)
• Lower limits and equivalences for convolution tails
• Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
• Rates in approximations to ruin probabilities for heavy-tailed distributions
• Telecommunication traffic, queueing models, and subexponential distributions

Cited in

(3)

• Asymptotic behavior for sums of non-identically distributed random variables
• The dominant relations and their applications on some subclasses of heavy-tailed distributions
• A new class of large claim size distributions: definition, properties, and ruin theory

This page was built for publication: On domination problem of non-negative distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1034901)