ON SUFFICIENT CONDITIONS FOR THE COMPARISON IN THE EXCESS WEALTH ORDER AND SPACINGS

被引：10

作者：

Belzunce, Felix ^{[1
]}

Martinez-Riquelme, Carolina ^{[1
]}

Ruiz, Jose M. ^{[1
]}

Sordo, Miguel A. ^{[2
]}

机构：

[1] Univ Murcia, Fac Matemat, Campus Espinardo, E-30100 Murcia, Spain

[2] Univ Cadiz, Fac Ciencias Econ & Empresariales, Dept Estadist & Invest Operat, Cadiz 11002, Spain

来源：

JOURNAL OF APPLIED PROBABILITY | 2016年 / 53卷 / 01期

关键词：

Excess wealth order; generalized order statistics; spacings; VARIABILITY ORDERS; DEPENDENT RISKS; TEST TRANSFORM; P-SPACINGS; TOTAL TIME; STATISTICS; DISTRIBUTIONS; REINSURANCE; EMPHASIS; CLAIMS;

D O I：

10.1017/jpr.2015.6

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The purpose of this paper is twofold. On the one hand, we provide sufficient conditions for the excess wealth order. These conditions are based on properties of the quantile functions which are useful when the dispersive order does not hold. On the other hand, we study sufficient conditions for the comparison in the increasing convex order of spacings of generalized order statistics. These results will be combined to show how we can provide comparisons of quantities of interest in reliability and insurance.

引用

页码：33 / 46

页数：14

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