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  • Search: subject:"(Increasing) convex order"
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Subject
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Increasing convex order 16 Theorie 14 Theory 14 Risiko 8 Risk 8 Stochastic process 7 Stochastischer Prozess 7 Measurement 4 Messung 4 Risikomaß 4 Risk measure 4 Decision under risk 3 Entscheidung unter Risiko 3 Majorization 3 Portfolio selection 3 Portfolio-Management 3 increasing convex order 3 Arrangement increasing 2 Comonotonicity 2 Convex risk measure 2 Directionally convex order 2 Dispersive order 2 Likelihood ratio order 2 Mathematical programming 2 Mathematische Optimierung 2 Probability theory 2 Risikomanagement 2 Risikomodell 2 Risk management 2 Risk model 2 Risk profile 2 Statistical distribution 2 Statistische Verteilung 2 Stochastic dominance 2 Supermodular order 2 Wahrscheinlichkeitsrechnung 2 stochastic order 2 (Increasing) convex order 1 Aggregation 1 Applied probability 1
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Undetermined 22
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Article 23
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Article in journal 15 Aufsatz in Zeitschrift 15
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English 15 Undetermined 8
Author
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Dentcheva, Darinka 3 Belzunce, Félix 2 Denuit, Michel 2 Hu, Taizhong 2 Martinez, Gabriela 2 Sordo, Miguel A. 2 Wolfhagen, Eli 2 Zhang, Yiying 2 Zou, Zhenfeng 2 Balakrishnan, Narayanaswamy 1 Barmalzan, Ghobad 1 Bello, A. J. 1 Brazauskas, Vytaras 1 Castro, I. T. 1 Cheung, Ka Chun 1 Dhaene, Jan 1 Escudero, Laureano 1 Hu, Chin-Yuan 1 Khaledi, Baha-Eldin 1 Leskelä, Lasse 1 Li, Xiaohu 1 Lin, Gwo 1 Liu, Liqun 1 Liu, Xinsheng 1 Manesh, Sirous Fathi 1 Mercier, Sophie 1 Meyer, Jack 1 Najafabadi, Amir T. Payandeh 1 Ortega, Eva 1 Ortega, Eva-María 1 Robert, Christian Yann 1 Ruiz, José M. 1 Samanthi, Ranadeera Gamage Madhuka 1 Sordo, M. A. 1 Suárez-Llorens, A. 1 Suárez-Llorens, Alfonso 1 Trufin, Julien 1 Vihola, Matti 1 Wang, Jinde 1 Wei, Wei 1
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Published in...
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Insurance / Mathematics & economics 9 Annals of the Institute of Statistical Mathematics 2 European journal of operational research : EJOR 2 Statistics & Probability Letters 2 European Journal of Operational Research 1 Insurance : mathematics and economics 1 Insurance: Mathematics and Economics 1 Journal of Multivariate Analysis 1 Mathematics of operations research 1 Operations research 1 TOP: An Official Journal of the Spanish Society of Statistics and Operations Research 1 The journal of risk and insurance : the journal of the American Risk and Insurance Association 1
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ECONIS (ZBW) 15 RePEc 8
Showing 21 - 23 of 23
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Testing for increasing convex order in several populations
Liu, Xinsheng; Wang, Jinde - In: Annals of the Institute of Statistical Mathematics 55 (2003) 1, pp. 121-136
Persistent link: https://www.econbiz.de/10005395565
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Characterizations of the exponential distribution by stochastic ordering properties of the geometric compound
Hu, Chin-Yuan; Lin, Gwo - In: Annals of the Institute of Statistical Mathematics 55 (2003) 3, pp. 499-506
Persistent link: https://www.econbiz.de/10005169220
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The Laplace order and ordering of residual lives
Belzunce, Félix; Ortega, Eva; Ruiz, José M. - In: Statistics & Probability Letters 42 (1999) 2, pp. 145-156
The purpose of this paper is to study new notions of stochastic comparisons and aging classes based on the Laplace transform order of residual lives. We give relationships to other stochastic orders and aging classes given previously. Finally we study some applications to shock models.
Persistent link: https://www.econbiz.de/10005319514
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