Stochastic orders in time transformed exponential models with applications

DOI10.1016/J.INSMATHECO.2011.02.002MaRDI QIDQ2276258zbMATHOpenAlexFDO

Authors Xiaohu Li, Jianhua Lin

Publication date 1 August 2011

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

Full work available at URL https://doi.org/10.1016/j.insmatheco.2011.02.002

zbMATH Keywords

concavesupermodularstop loss transform orderupper orthant-convex order

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 3844885 (Why is no real title available?)
• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• A Multivariate Exponential Distribution
• A class of bivariate stochastic orderings, with applications in actuarial sciences
• Bivariate Survival Models Induced by Frailties
• De Finetti-type Representations for Life Distributions
• Economic Capital Allocations for Non-negative Portfolios of Dependent Risks
• Families of Multivariate Distributions
• Inequalities: theory of majorization and its applications
• Insurance pricing and increased limits ratemaking by proportional hazards transforms
• Non-additive measure and integral
• Random vectors with HNBUE-type marginal distributions
• Relations among univariate aging, bivariate aging and dependence for exchangeable lifetimes
• Schur-concave survival functions and survival analysis
• Some tests against aging based on the total time on test transform
• Stochastic comparisons for residual lifetimes and Bayesian notions of multivariate ageing
• Stochastic comparisons for time transformed exponential models
• Stochastic orders
• The frailty model.
• Weighted premium calculation principles
• Weighted risk capital allocations

Cited in

(6)

• On dynamic mutual information for bivariate lifetimes
• New properties of the orthant convex-type stochastic orders
• Decomposition of time-ordered products and path-ordered exponentials
• scientific article; zbMATH DE number 125955 (Why is no real title available?)
• Stochastic comparisons for time transformed exponential models
• On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models

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