منابع مشابه
The behavior of the reliability functions and stochastic orders in family of the Kumaraswamy-G distributions
The Kumaraswamy distribution is a two-parameter distribution on the interval (0,1) that is very similar to beta distribution. This distribution is applicable to many natural phenomena whose outcomes have lower and upper bounds, such as the proportion of people from society who consume certain products in a given interval. In this paper, we introduce the family of Kumaraswamy-G distribution, an...
متن کاملStationary-excess operator and convex stochastic orders
The present paper aims to point out how the stationary-excess operator and its iterates transform the 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 ...
متن کاملStochastic orders in dynamic reinsurance markets
We consider a dynamic reinsurance market, where the traded risk process is driven by a jump-diffusion and where claim amounts are unbounded. These markets are known to be incomplete, and there are typically infinitely many martingale measures. In this case, no-arbitrage pricing theory can typically only provide wide bounds on prices of reinsurance claims. Optimal martingale measures such as the...
متن کاملCharacterization of stochastic orders by L-functionals1
Random variables may be compared with respect to their location by comparing certain functionals ad hoc, such as the mean or median, or by means of stochastic ordering based directly on the properties of the corresponding distribution functions. These alternative approaches are brought together in this paper. We focus on the class of L-functionals discussed by Bickel and Lehmann (1975) and char...
متن کاملStochastic orders of scalar products with applications
In this paper, we study stochastic orders of scalar products of random vectors. Based on the study of Ma (2000), we first obtain more general conditions under which linear combinations of random variables can be ordered in the increasing convex order. As an application of this result, we consider the scalar product of two random vectors which separates the severity effect and the frequency effe...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
سال: 2018
ISSN: 0246-0203
DOI: 10.1214/17-aihp830