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Mercadier, Mathieu; Strobel, Frank - In: Applied economics letters 30 (2023) 14, pp. 1874-1881

Persistent link: https://www.econbiz.de/10014305372

Some stochastic orders over an interval with applications

Kanellopoulos, Lazaros - In: Risks : open access journal 11 (2023) 9, pp. 1-14

. We also indicate how these ordering relationships can be adapted to the classical risk model in order to derive a moment …

Persistent link: https://www.econbiz.de/10014375227

Deriving robust bayesian premiums under bands of prior distributions with applications

Sánchez-Sánchez, M.; Sordo, M. A.; Suárez-Llorens, A.; … - In: Astin bulletin : the journal of the International … 49 (2019) 1, pp. 147-168

Persistent link: https://www.econbiz.de/10012105432

Stochastic ordering of stationary distributions of linear recurrences : further results and economic applications

Di Pietro, Christian; Pietroluongo, Mariafortuna; … - In: Economies : open access journal 11 (2023) 4, pp. 1-10

We investigate pairwise stochastic comparisons of stationary solutions to the linear recurrence 𝑋𝑡+1=𝐴𝑡𝑋𝑡+𝐵𝑡 , where 𝐴𝑡 and 𝐵𝑡 are non-negative random variables. We establish novel order-preserving properties, which enable us to obtain comparison theorems...

Persistent link: https://www.econbiz.de/10014318759