Stationary-excess operator and convex stochastic orders

DOI10.1016/J.INSMATHECO.2010.03.009MaRDI QIDQ661209zbMATH OpenOpenAlexFDO

Authors Stéphane Loisel, Claude Lefèvre

Publication date 10 February 2012

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2010.03.009

zbMATH Keywords

stochastic ordersconjugate operatordiscrete and continuous versionsinsurance risksmonotone distributionsstochastic extrema

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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• Upper bounds on stop-loss premiums in case of known moments up to the fourth order

Cited in

(8)

• On a generalization of the stationary excess operator
• Equilibrium distributions and discrete Schur-constant models
• Exact norms of a Stein-type operator and associated stochastic orderings
• The renewal-process stationary-excess operator
• Convex extrema for nonincreasing discrete distributions: effects of convexity constraints
• On the theory of high convexity stochastic orders
• A separation theorem for the weak \(s\)-convex orders
• On multiply monotone distributions, continuous or discrete, with applications

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