Order relations for some distributions

DOI10.1016/0167-6687(95)00002-AMaRDI QIDQ1902630zbMATH OpenOpenAlexFDO

Authors Ole Hesselager

Publication date 22 November 1995

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

Full work available at URL https://doi.org/10.1016/0167-6687(95)00002-a

zbMATH Keywords

collective risk theorycontinuous distributionsdiscrete distributionshypergeometric distributionsposterior distributionsstochastic orderingstop-loss orderingsufficient conditions of sign-change type

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• A recursive procedure for calculation of some mixed compound poisson distributions
• scientific article; zbMATH DE number 591097 (Why is no real title available?)
• Optimal reinsurance in relation to ordering of risks
• Ordering of risks and ruin probabilities
• Stop-loss order, unequal means, and more dangerous distributions

Cited in

(9)

• Dependence in failure times due to environmental factors
• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
• Ordering claim size distributions and mixed Poisson probabilities
• General frailty model and stochastic orderings
• ROLE OF EQUILIBRIUM DISTRIBUTION IN RELIABILITY STUDIES
• On some properties of two vector-valued VaR and CTE multivariate risk measures for Archimedean copulas
• Higher degree stop-loss transforms and stochastic orders — (II) Applications
• Exchangeable FGM copulas
• A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules

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