Article ID Journal Published Year Pages File Type
1154463 Statistics & Probability Letters 2007 6 Pages PDF
Abstract

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.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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