TY - JOUR
T1 - Some aging properties involved with compound geometric distributions
AU - Li, Chen
AU - Fang, Rui
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2015, Indian Statistical Institute.
PY - 2015
Y1 - 2015
N2 - 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.
AB - 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.
KW - DMRL
KW - Increasing convex/concave order
KW - NWUC
KW - NWU[2]
UR - http://www.scopus.com/inward/record.url?scp=84969164982&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84969164982&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:84969164982
SN - 0972-7671
VL - 77A
SP - 337
EP - 350
JO - Sankhya: The Indian Journal of Statistics
JF - Sankhya: The Indian Journal of Statistics
ER -