Time stochastic s-convexity of claim processes

DOI10.1016/S0167-6687(99)00049-9zbMATH Open0966.60012MaRDI QIDQ1584516FDOQ1584516

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)

Cites Work

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• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
• Optimal reinsurance in relation to ordering of risks
• On \(s\)-convex stochastic extrema for arithmetic risks
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• The s-convex orders among real random variables, with applications
• Comparing sums of exchangeable Bernoulli random variables
• GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES
• Title not available (Why is that?)
• Stochastic convexity and its applications
• Stochastic orderings of convex/concave-type on an arbitrary grid
• Stochastic Orders Generated by Integrals: a Unified Study
• Preservation of stochastic orderings under random mapping by point processes
• The moments of ruin time in the classical risk model with discrete claim size distribution
• Title not available (Why is that?)
• Stochastic Comparisons for Non-Markov Processes

Cited In (2)

• Some Extensions of Preinvexity for Stochastic Processes
• Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory

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