Tests for Laplace order dominance with applications to insurance data

DOI10.1016/J.INSMATHECO.2021.04.005zbMATH Open1464.62268OpenAlexW3153460596MaRDI QIDQ2038232FDOQ2038232

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

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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)

Cites Work

• Title not available (Why is that?)
• Nonparametric tests for stochastic ordering
• Stochastic orders
• Title not available (Why is that?)
• On non-monotonic ageing properties from the Laplace transform, with actuarial applications
• A useful ageing property based on the Laplace transform
• The Laplace order and ordering of residual lives
• Laplace transform ordering of actuarial quantities.
• Preservation properties for the Laplace transform ordering of residual lives
• Laplace ordering and its applications
• A comonotonic image of independence for additive risk measures
• Testing exponentiality against the \(\mathcal L\)-class of life distributions
• On a test for exponentiality against Laplace order dominance
• Testing Exponentiality Against Laplace Order Dominance-
• A nonparametric test for comparison of mean past lives
• Two-sample nonparametric test for comparing mean time to failure functions in age replacement
• Laplace transform ordering of time to failure in age replacement models

Cited In (2)

• Testing for Concordance Ordering
• A two sample nonparametric test for variability via empirical likelihood methods

Uses Software

• R

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