Preservation of stochastic orderings under random mapping by point processes

DOI10.1017/S026996480000406XMaRDI QIDQ2808291zbMATHFDO

Authors Moshe Shaked, Tityik Wong

Publication date 23 May 2016

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Inequalities; stochastic orderings (60E15)

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Cited in

(11)

• scientific article; zbMATH DE number 2147969 (Why is no real title available?)
• Time stochastic \(s\)-convexity of claim processes
• Preservation properties of a homogeneous Poisson process stopped at an independent random time
• Test for harmonic mean residual life function: a goodness of fit approach
• The Laplace order and ordering of residual lives
• Reliability analysis of the proportional mean residual life order
• Multivariate hazard rate orders
• Dependence orderings for some functionals of multivariate point processes
• Joint stochastic orders of high degrees and their applications in portfolio selections
• Preservation properties of a renewal process stopped at a random dependent time
• Some new results about the variance inactivity time ordering with applications

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