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  • Search: subject:"Log-convex"
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Year of publication
Subject
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Log-convex 4 DFR 2 Exponential utility 2 Hazard rate order 2 Likelihood ratio order 2 Log-concave 2 Log-convex functions 2 Markov decision processes 2 Probability theory 2 Revenue management 2 Reversed hazard rate order 2 Risk-sensitivity 2 Stochastic order 2 Wahrscheinlichkeitsrechnung 2 Weighted distributions 2 Actuarial mathematics 1 Archimedean copula 1 Compound geometric 1 Defective renewal equation 1 Estimation theory 1 IFR 1 IMRL 1 Laplace transform of the time of ruin 1 Majorization 1 Record values 1 Resolvent 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Ruin probability 1 Schur-convex 1 Schätztheorie 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Versicherungsmathematik 1
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Undetermined 7
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Article 7
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 research-article 1
Language
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Undetermined 4 English 3
Author
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Barz, C. 2 Jarrahiferiz, Jalil 2 Waldmann, K. 2 Amin, Wael 1 Landriault, David 1 Li, Bin 1 Li, Chen 1 Li, Xiaohu 1 Loke, Sooie-Hoe 1 Mohtashami Borzadaran, G. R. 1 Mohtashami Borzadaran, G.R. 1 Raqab, Mohammad 1 Rezaei Roknabadi, A.H. 1 Roknabadi, A. H. Rezaei 1 Willmot, Gordon E. 1 Xu, Di 1
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Published in...
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Computational Statistics 1 Insurance / Mathematics & economics 1 International Journal of Quality & Reliability Management 1 International journal of quality & reliability management 1 Mathematical Methods of Operations Research 1 Metrika 1 Statistics & Probability Letters 1
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Source
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RePEc 4 ECONIS (ZBW) 2 Other ZBW resources 1
Showing 1 - 7 of 7
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A note on the convexity of ruin probabilities
Landriault, David; Li, Bin; Loke, Sooie-Hoe; Willmot, … - In: Insurance / Mathematics & economics 74 (2017), pp. 1-6
Persistent link: https://www.econbiz.de/10011712328
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Glaser’s function and stochastic orders for mixture distributions
Jarrahiferiz, Jalil; Mohtashami Borzadaran, G.R.; … - In: International Journal of Quality & Reliability Management 33 (2016) 8, pp. 1230-1238
Purpose The purpose of this paper is to study likelihood ratio order for mixture and its components via their Glaser’s functions for weighted distributions. So, some theoretical examples using exponential family and their mixtures are presented. Design/methodology/approach First, Glaser’s...
Persistent link: https://www.econbiz.de/10014801679
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Glaser's function and stochastic orders for mixture distributions
Jarrahiferiz, Jalil; Mohtashami Borzadaran, G. R.; … - In: International journal of quality & reliability management 33 (2016) 8, pp. 1230-1238
Persistent link: https://www.econbiz.de/10011606625
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Likelihood ratio order of sample minimum from heterogeneous Weibull random variables
Li, Chen; Li, Xiaohu - In: Statistics & Probability Letters 97 (2015) C, pp. 46-53
For heterogeneous Weibull samples with a common shape parameter and weakly majorized scale parameters, we study the likelihood ratio order and the stochastic order between minimums of independent and dependent samples, respectively. Also, an application in fabric strength is presented.
Persistent link: https://www.econbiz.de/10011189317
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Risk-sensitive capacity control in revenue management
Barz, C.; Waldmann, K. - In: Computational Statistics 65 (2007) 3, pp. 565-579
an exponential utility function. In particular, using the closure properties of log-convex functions, it is shown that an …
Persistent link: https://www.econbiz.de/10010847579
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Risk-sensitive capacity control in revenue management
Barz, C.; Waldmann, K. - In: Mathematical Methods of Operations Research 65 (2007) 3, pp. 565-579
an exponential utility function. In particular, using the closure properties of log-convex functions, it is shown that an …
Persistent link: https://www.econbiz.de/10010950011
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A note on reliability properties of k-record statistics
Raqab, Mohammad; Amin, Wael - In: Metrika 46 (1997) 1, pp. 245-251
Persistent link: https://www.econbiz.de/10005375729
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