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Volumn 1997, Issue 1, 1997, Pages 38-47

Some new conditions for the increasing convex comparison of risks

Author keywords

Collective risk model; Convex order; Increasing convex order; Laplace order; Random evaluations of collective risk models; Random summations of risks; Stochastic orders

Indexed keywords


EID: 34249905156     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1997.10413976     Document Type: Article
Times cited : (4)

References (17)
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  • 7
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    • Hanoch, G.1    Levy, H.2
  • 8
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    • Stochastic comparisons for queueing models via random sums and intervals, Adv
    • Jean-Marie, A. & Liu, Z. (1992). Stochastic comparisons for queueing models via random sums and intervals, Adv. in Appl. Probab. 24, 960-985.
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    • Jean-Marie, A.1    Liu, Z.2
  • 12
    • 0021435011 scopus 로고
    • Some reliability applications of the variability ordering
    • Ross, S. M. & Schechner, Z. (1984). Some reliability applications of the variability ordering. Operations Research 32, 679-687.
    • (1984) Operations Research , vol.32 , pp. 679-687
    • Ross, S.M.1    Schechner, Z.2
  • 16
    • 84971945553 scopus 로고
    • Negative moments, risk aversion, and stochastic dominance
    • Thistle, P. D. (1993). Negative moments, risk aversion, and stochastic dominance, J. Financ. Quant. Anal. 28, 301-311.
    • (1993) J. Financ. Quant. Anal. , vol.28 , pp. 301-311
    • Thistle, P.D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.