Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1154463 | Statistics & Probability Letters | 2007 | 6 Pages |
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Moshe Shaked,