A monotonicity property of the composition of regularized and inverted-regularized gamma functions with applications

DOI10.1016/J.JMAA.2008.07.070MaRDI QIDQ950486zbMATH OpenOpenAlexFDO

Authors Edward Furman, Ričardas Zitikis

Publication date 22 October 2008

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.2008.07.070

zbMATH Keywords

incomplete gamma functionmonotonicityinequalitiescompositioninsuranceinverted gamma functionregularized gamma function

Mathematics Subject Classification ID

Gamma, beta and polygamma functions (33B15)

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Cites work

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• A capital allocation based on a solvency exchange option
• A note on some properties of the hypergeometric function with the last argument unity
• Asymptotic Inversion of Incomplete Gamma Functions
• Gautschi-type inequalities for incomplete absolute moments of a multivariate distribution with applications
• Incomplete gamma functions for large values of their variables
• Monotonicity results and inequalities for the gamma and incomplete gamma functions
• Non-additive measure and integral
• On Wallis' Formula
• On an inequality satisfied by the gamma function and its logarithmic derivatives
• On some analogs of Rao-Cramér inequality and a series of inequalities satisfied by the gamma function
• Risk capital decomposition for a multivariate dependent gamma portfolio
• Some Concepts of Dependence
• The Asymptotic Expansion of the Incomplete Gamma Functions
• Uniform asymptotics for the incomplete gamma functions starting from negative values of the parameters
• Weighted premium calculation principles
• “An Actuarial Premium Pricing Model for Nonnormal Insurance and Financial Risks in Incomplete Markets”, Zinoviy Landsman and Michael Sherris, January 2007

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• Weighted Pricing Functionals With Applications to Insurance
• Composing the cumulative quantile regression function and the Goldie concentration curve
• The cumulative quantile regression function with censored and truncated response
• Loading monotonicity of weighted premiums, and total positivity properties of weight functions

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