Article ID Journal Published Year Pages File Type
5076954 Insurance: Mathematics and Economics 2012 7 Pages PDF
Abstract
► We derive a crossing criterion of hazard rates to identify a stochastic order relation. ► This gives stochastic ordering results among common FAAs for life tables. ► For given px, tight bounds for functionals of future lifetimes under IFR are given.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Comparison and bounds for functionals of future lifetimes consistent with life tables
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