Convex extrema for nonincreasing discrete distributions: effects of convexity constraints

DOI10.1016/J.JMAA.2014.10.071zbMATH Open1382.60039OpenAlexW4299684700MaRDI QIDQ472384FDOQ472384

Authors: Manel Kacem, Stéphane Loisel, Claude Lefèvre 

Publication date: 19 November 2014

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2014.10.071

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zbMATH Keywords

discrete distributionconvex ordering and extremaconvexity type constraintsinsurance problemsnonincreasing density

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)

Cites Work

• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
• On multiply monotone distributions, continuous or discrete, with applications
• On \(s\)-convex stochastic extrema for arithmetic risks
• The s-convex orders among real random variables, with applications
• Comparing sums of exchangeable Bernoulli random variables
• Stationary-excess operator and convex stochastic orders
• Comparison methods for stochastic models and risks
• Stochastic orders
• Title not available (Why is that?)
• Discrete \(s\)-convex extremal distributions: theory and applications
• Title not available (Why is that?)
• An unusual stochastic order relation with some applications in sampling and epidemic theory

Cited In (4)

• Discrete \(s\)-convex extremal distributions: theory and applications
• Testing \(k\)-monotonicity of a discrete distribution. Application to the estimation of the number of classes in a population
• S-convex extremal distributions with arbitrary discrete support
• The value of shape constraints in discrete moment problems: a review and extension

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