Search Results - subject:"Laplace transform order"

A Comonotonic Image of Independence for Additive Risk Measures

Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J.A.; … - 2004

This paper presents a new axiomatic characterization of risk measures that are additive for independent random variables. In contrast to previous work, we include an axiom that guarantees monotonicity of the risk measure. Furthermore, the axiom of additivity for independent random variables is...

Persistent link: https://www.econbiz.de/10010325273

A Comonotonic Image of Independence for Additive Risk Measures

Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J.A.; … - Tinbergen Institute - 2004

Persistent link: https://www.econbiz.de/10005450808

A Comonotonic Image of Independence for Additive Risk Measures

Goovaerts, Marc J.; Kaas, Rob; Laeven, Roger J.A.; … - Tinbergen Instituut - 2004

Persistent link: https://www.econbiz.de/10011256720

A comonotonic image of independence for additive risk measures

Goovaerts, Marc J.; Kaas, R.; Laeven, Roger J. A.; … - 2004

Persistent link: https://www.econbiz.de/10011334834

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

transform order of residual lives. We give relationships to other stochastic orders and aging classes given previously. Finally …The purpose of this paper is to study new notions of stochastic comparisons and aging classes based on the Laplace …

Persistent link: https://www.econbiz.de/10005319514