کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1154463 958389 2007 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
چکیده انگلیسی

In this paper we find interesting conditions under which vectors of random sums, with different summands and different random sizes, are ordered with respect to the multivariate Laplace transform order. The main result unifies various univariate and multivariate results from the literature. Some applications in reliability theory and insurance are described.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 77, Issue 12, 1 July 2007, Pages 1339–1344
نویسندگان
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