On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms
DOI10.1080/03610926.2018.1543768OpenAlexW2905704202MaRDI QIDQ5085584FDOQ5085584
Authors: N. Unnikrishnan Nair, S. M. Sunoj, N. Vipin 
Publication date: 27 June 2022
Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1543768
Recommendations
- On higher-degree bivariate stop-loss transforms, with applications
- Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums
- Higher degree stop-loss transforms and stochastic orders — (II) Applications
- scientific article; zbMATH DE number 2208443
- Moment bounds on discrete expected stop-loss transforms, with applications
- Characterizations of bivariate distributions by properties of concomitants of order statistics
- On the \(n\)th stop-loss transform order of ruin probability.
- scientific article; zbMATH DE number 4182587
characterizationsbivariate Gumbel's exponentialbivariate partial momentsbivariate stop-loss transforms
Cites Work
- Quantile based stop-loss transform and its applications
- ROLE OF EQUILIBRIUM DISTRIBUTION IN RELIABILITY STUDIES
- Characterizations of the exponential distribution via the residual lifetime
- On the moments of residual life in reliability and some characterization results
- On Characterizations of the Exponential and Geometric Distributions by Expectations
- On higher-degree bivariate stop-loss transforms, with applications
- Title not available (Why is that?)
- Characterizations of some continuous distributions using partial moments
- Quantile based reliability aspects of partial moments
- On a characterization of the family of distributions with constant multivariate failure rates
- On the \(n\)th stop-loss transform order of ruin probability.
- Partial moments for bivariate distributions
- Characterizations based on higher order and partial moments of inactivity time
- The role of lower partial moments in stochastic modeling
- Some properties of conditional partial moments in the context of stochastic modelling
- Testing for bivariate gumbel against bivariate new better than used in expectation
Cited In (3)
This page was built for publication: On characterizations of some bivariate continuous distributions by properties of higher-degree bivariate stop-loss transforms
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5085584)
