Order relations for some distributions-Reference-Cited by-同舟云学术

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Order relations for some distributions

Published:1995-05 Issue:2 Volume:16 Page:129-134
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Hesselager Ole

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference7 articles.

1. A recursive procedure for calculation of some mixed compound Poisson distributions;Hesselager,1993

2. A recursive procedure for calculation of some compound distributions;Hesselager;ASTIN Bulletin,1994

3. Stop-loss order, unequal means, and more dangerous distributions;Kaas;Insurance: Mathematics and Economics,1992

4. Ordering of Actuarial Risks;Kaas,1994

5. Recursive evaluation of a family of compound distributions;Panjer;ASTIN Bulletin,1981

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3. Univariate stochastic orders;An Introduction to Stochastic Orders;2016

4. ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS;ASTIN Bulletin;2014-06-16

5. Convex Comparison of Minimal Divergence Martingale Measures in Discrete Time Models;SSRN Electronic Journal;2012

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