کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5076946 1374108 2010 12 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Stationary-excess operator and convex stochastic orders
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Stationary-excess operator and convex stochastic orders
چکیده انگلیسی
The present paper aims to point out how the stationary-excess operator and its iterates transform s-convex stochastic orders and the associated moment spaces. This allows us to propose a new unified method on constructing s-convex extrema for distributions that are known to be t-monotone. Both discrete and continuous cases are investigated. Several extremal distributions under monotonicity conditions are derived. They are illustrated with some applications in insurance.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 47, Issue 1, August 2010, Pages 64-75
نویسندگان
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