Time stochastic s-convexity of claim processes

DOI10.1016/S0167-6687(99)00049-9MaRDI QIDQ1584516zbMATH OpenFDO

Authors Michel Denuit

Publication date 18 February 2001

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

zbMATH Keywords

\(s\)-convexactuarial sciences\(s\)-increasing convex

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

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• scientific article; zbMATH DE number 125968 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• Comparing sums of exchangeable Bernoulli random variables
• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES
• On \(s\)-convex stochastic extrema for arithmetic risks
• Optimal reinsurance in relation to ordering of risks
• Preservation of stochastic orderings under random mapping by point processes
• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
• Stochastic Comparisons for Non-Markov Processes
• Stochastic Orders Generated by Integrals: a Unified Study
• Stochastic convexity and its applications
• Stochastic orderings of convex/concave-type on an arbitrary grid
• The moments of ruin time in the classical risk model with discrete claim size distribution
• The s-convex orders among real random variables, with applications

Cited in

(4)

• Some Extensions of Preinvexity for Stochastic Processes
• Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory
• Stochastic orders in time transformed exponential models with applications
• Temporal stochastic convexity and concavity

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