Search Results - subject:"Directionally convex order"

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From risk reduction to risk elimination by conditional mean risk sharing of independent losses

Denuit, Michel; Robert, Christian Yann - In: Insurance / Mathematics & economics 108 (2023), pp. 46-59

Persistent link: https://www.econbiz.de/10013534509

From regulatory life tables to stochastic mortality projections : the exponential decline model

Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303

Persistent link: https://www.econbiz.de/10011630848

Efficient approximations for numbers of survivors in the Lee–Carter model

Gbari, Samuel; Denuit, Michel - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 71-77

In portfolios of life annuity contracts, the payments made by an annuity provider (an insurance company or a pension fund) are driven by the random number of survivors. This paper aims to provide accurate approximations for the present value of the payments made by the annuity provider. These...

Persistent link: https://www.econbiz.de/10011116638

Efficient approximations for numbers of survivors in the Lee-Carter model

Ggbari, Samuel; Denuit, Michel - In: Insurance / Mathematics & economics 59 (2014), pp. 71-77

Persistent link: https://www.econbiz.de/10010469179

Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data

Balakrishnan, Narayanaswamy; Belzunce, Félix; Sordo, … - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 45-54

the increasing directionally convex order if the marginals are ordered in the increasing convex order. This latter result …

Persistent link: https://www.econbiz.de/10011041915

Stochastic Ordering of Multivariate Normal Distributions

Müller, Alfred - In: Annals of the Institute of Statistical Mathematics 53 (2001) 3, pp. 567-575

Persistent link: https://www.econbiz.de/10005169289