Stochastic orders in time transformed exponential models with applications

DOI10.1016/J.INSMATHECO.2011.02.002zbMATH Open1220.91019OpenAlexW2042562591MaRDI QIDQ2276258FDOQ2276258

Jianhua Lin, Xiaohu Li

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)

Cites Work

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• Stochastic comparisons for residual lifetimes and Bayesian notions of multivariate ageing
• Schur-concave survival functions and survival analysis
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• Stochastic comparisons for time transformed exponential models

Cited In (6)

• Title not available (Why is that?)
• On dynamic mutual information for bivariate lifetimes
• Decomposition of time-ordered products and path-ordered exponentials
• On extremes of bivariate residual lifetimes from generalized Marshall-Olkin and time transformed exponential models
• New properties of the orthant convex-type stochastic orders
• Stochastic comparisons for time transformed exponential models

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