Stationary-excess operator and convex stochastic orders
نویسندگان
چکیده
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 conditions are derived. They are illustrated with some applications in insurance. MSC: primary 60E15, 62P05; secondary 60E10
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تاریخ انتشار 2010