Convex extrema for nonincreasing discrete distributions: effects of convexity constraints

DOI10.1016/J.JMAA.2014.10.071MaRDI QIDQ472384zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3556956 (Why is no real title available?)
• scientific article; zbMATH DE number 1093829 (Why is no real title available?)
• An unusual stochastic order relation with some applications in sampling and epidemic theory
• Comparing sums of exchangeable Bernoulli random variables
• Comparison methods for stochastic models and risks
• Discrete \(s\)-convex extremal distributions: theory and applications
• Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings
• On \(s\)-convex stochastic extrema for arithmetic risks
• On multiply monotone distributions, continuous or discrete, with applications
• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
• Stationary-excess operator and convex stochastic orders
• Stochastic orders
• The s-convex orders among real random variables, with applications

Cited in

(4)

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

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