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Volumn 9, Issue 3, 2008, Pages

Monotonicity of ratios involving incomplete gamma functions with actuarial applications

Author keywords

Gamma function; Monotonicity; Tail expectations; Weighted distributions

Indexed keywords


EID: 51249096646     PISSN: None     EISSN: 14435756     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (7)

References (11)
  • 1
    • 0012800564 scopus 로고    scopus 로고
    • Coherent allocation of risk capital
    • M. DENAULT, Coherent allocation of risk capital, Journal of Risk, 4 (2001), 7-21.
    • (2001) Journal of Risk , vol.4 , pp. 7-21
    • DENAULT, M.1
  • 2
    • 29144495510 scopus 로고    scopus 로고
    • Risk capital decomposition for a multivariate dependent gamma portfolio
    • E. FURMAN AND Z. LANDSMAN, Risk capital decomposition for a multivariate dependent gamma portfolio, Insurance: Mathematics and Economics, 37 (2005), 635-649.
    • (2005) Insurance: Mathematics and Economics , vol.37 , pp. 635-649
    • FURMAN, E.1    LANDSMAN, Z.2
  • 4
    • 85011465033 scopus 로고    scopus 로고
    • Analytcal evaluations of economic risk capital for portfolio of gamma risks
    • W. HÜRLIMANN, Analytcal evaluations of economic risk capital for portfolio of gamma risks. ASTIN Bulletin, 31 (2001), 107-122.
    • (2001) ASTIN Bulletin , vol.31 , pp. 107-122
    • HÜRLIMANN, W.1
  • 6
    • 0001838687 scopus 로고
    • On size-biased sampling and related form-invariant weighted distributions
    • G.P. PATIL AND K.J. ORD, On size-biased sampling and related form-invariant weighted distributions, Sankhyā, Ser. B, 38 (1976), 48-61.
    • (1976) Sankhyā, Ser. B , vol.38 , pp. 48-61
    • PATIL, G.P.1    ORD, K.J.2
  • 7
    • 0018194168 scopus 로고
    • Weighted distributions and size-biased sampling with applications to wildlife populations and human families
    • G.P. PATIL AND C.R. RAO, Weighted distributions and size-biased sampling with applications to wildlife populations and human families, Biometrics, 34 (1978), 179-189.
    • (1978) Biometrics , vol.34 , pp. 179-189
    • PATIL, G.P.1    RAO, C.R.2
  • 8
    • 27844504363 scopus 로고    scopus 로고
    • L'Hospital type results for monotonicity, with applications
    • Art. 5, ONLINE
    • I. PINELIS, L'Hospital type results for monotonicity, with applications, J. Inequal. Pure Appl. Math., 3 (2002), Art. 5. [ONLINE: http://jipam.vu.edu.au/article.php?sid=158].
    • (2002) J. Inequal. Pure Appl. Math , vol.3
    • PINELIS, I.1
  • 9
    • 0036001642 scopus 로고    scopus 로고
    • Monotonicity results and inequalities for the gamma and incomplete gamma functions
    • F. QI, Monotonicity results and inequalities for the gamma and incomplete gamma functions, Math. Inequal. Appl., 5 (2002), 61-67.
    • (2002) Math. Inequal. Appl , vol.5 , pp. 61-67
    • QI, F.1
  • 10
    • 54949088514 scopus 로고    scopus 로고
    • F. QI, Bounds for the ratio of two gamma functions, RGMIA Research Report Collection, 11(3) (2008), Art. 1. [ONLINE: http://www.staff.vu.edu.au/rgmia/v11n3.asp].
    • F. QI, Bounds for the ratio of two gamma functions, RGMIA Research Report Collection, 11(3) (2008), Art. 1. [ONLINE: http://www.staff.vu.edu.au/rgmia/v11n3.asp].


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.