Bogso, Antoine Marie - In: Stochastic Processes and their Applications 125 (2015) 4, pp. 1282-1306
We provide an equivalent log-concavity condition to the mean residual life (MRL) ordering for real-valued processes. This result, combined with classical properties of total positivity of order 2, allows to exhibit new families of integrable processes which increase in the MRL order (MRL...