메뉴 건너뛰기




Volumn 40, Issue 1, 2007, Pages 1-14

On non-monotonic ageing properties from the Laplace transform, with actuarial applications

Author keywords

Bathtub failure rate; C60; IM10; Insurance; Laplace transform order; Net premium reserve; Non monotonic ageing; Poisson shock model; Upside down mean residual life

Indexed keywords


EID: 33751327546     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.01.010     Document Type: Article
Times cited : (43)

References (39)
  • 1
    • 0038447790 scopus 로고    scopus 로고
    • Understanding the shape of the hazard rate: a process point of view
    • Aalen O.O., and Gjessing H.K. Understanding the shape of the hazard rate: a process point of view. Statistical Science 16 (2001) 1-22
    • (2001) Statistical Science , vol.16 , pp. 1-22
    • Aalen, O.O.1    Gjessing, H.K.2
  • 2
  • 9
    • 0038195472 scopus 로고    scopus 로고
    • Laplace transform ordering of actuarial quantities
    • Denuit M. Laplace transform ordering of actuarial quantities. Insurance: Mathematics and Economics 29 (2001) 83-102
    • (2001) Insurance: Mathematics and Economics , vol.29 , pp. 83-102
    • Denuit, M.1
  • 16
    • 0041451366 scopus 로고
    • Shock models
    • Kotz S., et al. (Ed), Wiley-Interscience, New York
    • Griffith W.S. Shock models. In: Kotz S., et al. (Ed). Encyclopedia of Statistical Sciences vol. 8 (1988), Wiley-Interscience, New York 442-446
    • (1988) Encyclopedia of Statistical Sciences , vol.8 , pp. 442-446
    • Griffith, W.S.1
  • 17
    • 0010595114 scopus 로고
    • Testing exponentiallity versus a trend change in mean residual life
    • Guess F., Hollander M., and Proschan F. Testing exponentiallity versus a trend change in mean residual life. The Annals of Statistics 14 (1986) 1388-1398
    • (1986) The Annals of Statistics , vol.14 , pp. 1388-1398
    • Guess, F.1    Hollander, M.2    Proschan, F.3
  • 19
    • 0037331493 scopus 로고    scopus 로고
    • The role of commitment in dynamic contracts: evidence from life insurance
    • Hendel I., and Lizzeri A. The role of commitment in dynamic contracts: evidence from life insurance. The Quaterly Journal of Economics 118 (2003) 299-327
    • (2003) The Quaterly Journal of Economics , vol.118 , pp. 299-327
    • Hendel, I.1    Lizzeri, A.2
  • 22
    • 0004167764 scopus 로고
    • Standford University Press, Standford, California
    • Karlin S. Total Positivity (1968), Standford University Press, Standford, California
    • (1968) Total Positivity
    • Karlin, S.1
  • 23
    • 0000717670 scopus 로고
    • A useful ageing property based on the Laplace transform
    • Klefsjö B. A useful ageing property based on the Laplace transform. Journal of Applied Probability 20 (1983) 615-626
    • (1983) Journal of Applied Probability , vol.20 , pp. 615-626
    • Klefsjö, B.1
  • 24
    • 0002327241 scopus 로고    scopus 로고
    • Bathtub-shaped failure rate life distributions
    • Balakrishnan N., and Rao C.R. (Eds), Elsevier, Amsterdam
    • Lai C.D., Xie M., and Murthy D.N.P. Bathtub-shaped failure rate life distributions. In: Balakrishnan N., and Rao C.R. (Eds). Handbook of Statistics (2001), Elsevier, Amsterdam 69-104
    • (2001) Handbook of Statistics , pp. 69-104
    • Lai, C.D.1    Xie, M.2    Murthy, D.N.P.3
  • 26
    • 0029379498 scopus 로고
    • Bathtub failure rate and upside-down bathtub mean residual life
    • Mi J. Bathtub failure rate and upside-down bathtub mean residual life. IEEE Transactions on Reliability 44 (1995) 388-391
    • (1995) IEEE Transactions on Reliability , vol.44 , pp. 388-391
    • Mi, J.1
  • 28
    • 0030607395 scopus 로고    scopus 로고
    • Shock models leading to non-monotonic ageing classes of life distributions
    • Mitra M., and Basu S.K. Shock models leading to non-monotonic ageing classes of life distributions. Journal Statistical Planning and Inference 55 (1996) 131-138
    • (1996) Journal Statistical Planning and Inference , vol.55 , pp. 131-138
    • Mitra, M.1    Basu, S.K.2
  • 33
    • 33751325213 scopus 로고    scopus 로고
    • Scholtz R., Mair H., 2003. German unification and the plasticity of mortality at older ages. Working paper of the Max Planck Institute for Demographic Research 031
  • 35
    • 0031354430 scopus 로고    scopus 로고
    • Stochastic orders based on ratios of Laplace transforms
    • Shaked M., and Wong T. Stochastic orders based on ratios of Laplace transforms. Journal of Applied Probability 34 (1997) 404-419
    • (1997) Journal of Applied Probability , vol.34 , pp. 404-419
    • Shaked, M.1    Wong, T.2
  • 36
    • 2942714919 scopus 로고    scopus 로고
    • Individual aging and cancer risk: how are they related?
    • Ukraintseva S.V., and Yashin A.I. Individual aging and cancer risk: how are they related?. Demographic Research 9 (2003) 163-196
    • (2003) Demographic Research , vol.9 , pp. 163-196
    • Ukraintseva, S.V.1    Yashin, A.I.2
  • 37
    • 0018503089 scopus 로고
    • The impact of heterogeneity in individual frailty on the dynamics of mortality
    • Vaupel J.W., Manton K.G., and Stallard E. The impact of heterogeneity in individual frailty on the dynamics of mortality. Demography 16 (1979) 439-454
    • (1979) Demography , vol.16 , pp. 439-454
    • Vaupel, J.W.1    Manton, K.G.2    Stallard, E.3
  • 38
    • 0040579233 scopus 로고    scopus 로고
    • Analysis of oldest-old mortality: lifetimes revisited
    • Wang J., Müller H., and Capra W.B. Analysis of oldest-old mortality: lifetimes revisited. The Annals of Statistics 26 (1998) 126-133
    • (1998) The Annals of Statistics , vol.26 , pp. 126-133
    • Wang, J.1    Müller, H.2    Capra, W.B.3
  • 39
    • 0035478990 scopus 로고    scopus 로고
    • The NBUL class of life distribution and replacement policy comparisons
    • Yue D., and Cao J. The NBUL class of life distribution and replacement policy comparisons. Naval Research Logistics 48 (2001) 578-591
    • (2001) Naval Research Logistics , vol.48 , pp. 578-591
    • Yue, D.1    Cao, J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.