Tests for Laplace order dominance with applications to insurance data

DOI10.1016/J.INSMATHECO.2021.04.005MaRDI QIDQ2038232zbMATHOpenAlexFDO

Authors Dhrubasish Bhattacharyya, Ruhul Ali Khan, Murari Mitra

Publication date 6 July 2021

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2021.04.005

zbMATH Keywords

asymptotic normalityMonte Carlo simulationnonparametric testLaplace order

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
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• Laplace transform ordering of time to failure in age replacement models
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• On a test for exponentiality against Laplace order dominance
• On non-monotonic ageing properties from the Laplace transform, with actuarial applications
• Preservation properties for the Laplace transform ordering of residual lives
• Stochastic orders
• Testing Exponentiality Against Laplace Order Dominance-
• Testing exponentiality against the \(\mathcal L\)-class of life distributions
• The Laplace order and ordering of residual lives
• Two-sample nonparametric test for comparing mean time to failure functions in age replacement

Cited in

(4)

• A test for detecting Laplace order dominance and related Bahadur efficiency issues
• Testing for Concordance Ordering
• A two sample nonparametric test for variability via empirical likelihood methods
• Testing for the order of risk measures: an application of \(L\)-statistics in actuarial science

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