Laplace transform ordering of actuarial quantities.
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Publication:1413285
DOI10.1016/S0167-6687(01)00075-0zbMath1074.62527WikidataQ127813678 ScholiaQ127813678MaRDI QIDQ1413285
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (21)
Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments ⋮ A bivariate failure time model with random shocks and mixed effects ⋮ On the randomized Schmitter problem ⋮ Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications ⋮ On non-monotonic ageing properties from the Laplace transform, with actuarial applications ⋮ Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims ⋮ Bivariate Laplace transform of residual lives and their properties ⋮ Miscellaneous results related to the Gaussian product inequality conjecture for the joint distribution of traces of Wishart matrices ⋮ Testing for NBUL using goodness of fit approach with applications ⋮ Block–Savits Characterization and Star Ordering of Exponential Mixtures ⋮ Modeling bivariate lifetimes based on expected present values of residual lives ⋮ A nonparametric test for exponentiality in LIFRA class of life distributions ⋮ A comonotonic image of independence for additive risk measures ⋮ Characterizations of the hazard rate order and IFR aging notion ⋮ Actuarial comparisons for aggregate claims with randomly right-truncated claims ⋮ Actuarial risk measures for financial derivative pricing ⋮ Tests for Laplace order dominance with applications to insurance data ⋮ CHARACTERIZATIONS OF THE RHR AND MIT ORDERINGS AND THE DRHR AND IMIT CLASSES OF LIFE DISTRIBUTIONS ⋮ A new stochastic order based upon Laplace transform with applications ⋮ Heterogeneity and the need for capital in the individual model ⋮ Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks
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