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Order relations for some distributions

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  • Hesselager, Ole

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  • Hesselager, Ole, 1995. "Order relations for some distributions," Insurance: Mathematics and Economics, Elsevier, vol. 16(2), pages 129-134, May.
    • Handle: RePEc:eee:insuma:v:16:y:1995:i:2:p:129-134
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    References listed on IDEAS

    as
    1. Kaas, R. & van Heerwaarden, A. E., 1992. "Stop-loss order, unequal means, and more dangerous distributions," Insurance: Mathematics and Economics, Elsevier, vol. 11(1), pages 71-77, April.
    2. Hesselager, Ole, 1994. "A Recursive Procedure for Calculation of some Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 24(1), pages 19-32, May.
    3. Panjer, Harry H., 1981. "Recursive Evaluation of a Family of Compound Distributions," ASTIN Bulletin, Cambridge University Press, vol. 12(1), pages 22-26, June.
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    Cited by:

    1. Frostig, Esther & Denuit, Michel, 2009. "Dependence in failure times due to environmental factors," Statistics & Probability Letters, Elsevier, vol. 79(4), pages 487-495, February.
    2. Kaas, R. & Hesselager, O., 1995. "Ordering claim size distributions and mixed Poisson probabilities," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 193-201, October.
    3. Denuit, Michel & Lefevre, Claude, 1997. "Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences," Insurance: Mathematics and Economics, Elsevier, vol. 20(3), pages 197-213, October.
    4. Fallou Niakh, 2023. "A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules," Papers 2303.05421, arXiv.org, revised Jul 2023.
    5. Hesselager, Ole, 1996. "A unification of some order relations," Insurance: Mathematics and Economics, Elsevier, vol. 17(3), pages 223-224, April.

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