Stationary-excess operator and convex stochastic orders
نویسندگان
چکیده
منابع مشابه
Stationary-excess operator and convex stochastic orders
The present paper aims to point out how the stationary-excess operator and its iterates transform the s-convex stochastic orders and the associated moment spaces. This allows us to propose a new unified method on constructing s-convex extrema for distributions that are known to be t-monotone. Both discrete and continuous cases are investigated. Several extremal distributions under monotonicity ...
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ژورنال
عنوان ژورنال: Insurance: Mathematics and Economics
سال: 2010
ISSN: 0167-6687
DOI: 10.1016/j.insmatheco.2010.03.009