Some new conditions for the increasing convex comparison of risks

DOI10.1080/03461238.1997.10413976MaRDI QIDQ4248559zbMATH OpenOpenAlexFDO

Authors Franco Pellerey

Publication date 28 November 1999

Published in Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03461238.1997.10413976

zbMATH Keywords

collective risk modelconvex orderincreasing convex orderLaplace orderrandom evaluations of collective risk modelsrandom summations of risksstochastic orders

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• scientific article; zbMATH DE number 3852171 (Why is no real title available?)
• Laplace ordering and its applications
• Lorenz ordering of means and medians
• Majorization and the Lorenz order: a brief introduction
• ORDERING OF RISKS AND WEIGHTED COMPOUND DISTRIBUTIONS
• Some Reliability Applications of the Variability Ordering
• Stochastic comparisons for queueing models via random sums and intervals
• The Efficiency Analysis of Choices Involving Risk

Cited in

(5)

• On the preservation of some orderings of risks under convolution
• Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
• CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
• Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
• Some properties of convex and increasing convex orders under Archimedean copula

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