Some aging properties involved with compound geometric distributions

Chen Li, Rui Fang, Xiaohu Li

Research output: Contribution to journalArticlepeer-review

Abstract

In this article we study stochastic monotone properties of the deficit at ruin in terms of the increasing convex (concave) order. Also, we conduct comparisons on the extended deficit at ruin in the sense of the usual stochastic order and expectation. Additionally, the increasing convex (concave) order between the deficit at ruin and the amount of every drop in surplus is presented as well.

Original languageEnglish
Pages (from-to)337-350
Number of pages14
JournalSankhya: The Indian Journal of Statistics
Volume77A
StatePublished - 2015

Keywords

  • DMRL
  • Increasing convex/concave order
  • NWUC
  • NWU[2]

Fingerprint

Dive into the research topics of 'Some aging properties involved with compound geometric distributions'. Together they form a unique fingerprint.

Cite this