IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v40y2007i1p1-14.html
   My bibliography  Save this article

On non-monotonic ageing properties from the Laplace transform, with actuarial applications

Author

Listed:
  • Belzunce, Felix
  • Ortega, Eva-Maria
  • Ruiz, Jose M.

Abstract

No abstract is available for this item.

Suggested Citation

  • Belzunce, Felix & Ortega, Eva-Maria & Ruiz, Jose M., 2007. "On non-monotonic ageing properties from the Laplace transform, with actuarial applications," Insurance: Mathematics and Economics, Elsevier, vol. 40(1), pages 1-14, January.
    • Handle: RePEc:eee:insuma:v:40:y:2007:i:1:p:1-14
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-6687(06)00028-X
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Igal Hendel & Alessandro Lizzeri, 2003. "The Role of Commitment in Dynamic Contracts: Evidence from Life Insurance," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 118(1), pages 299-328.
    2. M. S. Finkelstein, 2002. "On the shape of the mean residual lifetime function," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 18(2), pages 135-146, April.
    3. Belzunce, Félix & Gao, Xiaoli & Hu, Taizhong & Pellerey, Franco, 2004. "Characterizations of the hazard rate order and IFR aging notion," Statistics & Probability Letters, Elsevier, vol. 70(4), pages 235-242, December.
    4. Svetlana Ukraintseva & Anatoli Yashin, 2003. "Individual Aging and Cancer Risk: How are They Related?," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 9(8), pages 163-196.
    5. Belzunce, Félix & Ortega, Eva & Ruiz, José M., 1999. "The Laplace order and ordering of residual lives," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 145-156, April.
    6. Denuit, Michel, 2001. "Laplace transform ordering of actuarial quantities," Insurance: Mathematics and Economics, Elsevier, vol. 29(1), pages 83-102, August.
    7. James Vaupel & Kenneth Manton & Eric Stallard, 1979. "The impact of heterogeneity in individual frailty on the dynamics of mortality," Demography, Springer;Population Association of America (PAA), vol. 16(3), pages 439-454, August.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Escudero, Laureano F. & Ortega, Eva-María, 2008. "Actuarial comparisons for aggregate claims with randomly right-truncated claims," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 255-262, October.
    2. Anis, M.Z. & Ghosh, Abhik, 2015. "Monte Carlo comparison of tests of exponentiality against NWBUE alternatives," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 115(C), pages 1-11.
    3. Ruhul Ali Khan & Dhrubasish Bhattacharyya & Murari Mitra, 2021. "Exact and asymptotic tests of exponentiality against nonmonotonic mean time to failure type alternatives," Statistical Papers, Springer, vol. 62(6), pages 3015-3045, December.
    4. M. Anis, 2014. "Tests of non-monotonic stochastic aging notions in reliability theory," Statistical Papers, Springer, vol. 55(3), pages 691-714, August.
    5. Zhen-Hang Yang & Jing-Feng Tian & Ya-Ru Zhu, 2020. "A Rational Approximation for the Complete Elliptic Integral of the First Kind," Mathematics, MDPI, vol. 8(4), pages 1-9, April.
    6. Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari, 2021. "Tests for Laplace order dominance with applications to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 163-173.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Svetlana V. Ukraintseva & Anatoli I. Yashin, 2005. "Economic progress as cancer risk factor. I: Puzzling facts of cancer epidemiology," MPIDR Working Papers WP-2005-021, Max Planck Institute for Demographic Research, Rostock, Germany.
    2. Bhattacharyya, Dhrubasish & Khan, Ruhul Ali & Mitra, Murari, 2021. "Tests for Laplace order dominance with applications to insurance data," Insurance: Mathematics and Economics, Elsevier, vol. 99(C), pages 163-173.
    3. Anis M. Z., 2011. "Testing Exponentiality Against NBUL Alternatives Using Positive and Negative Fractional Moments," Stochastics and Quality Control, De Gruyter, vol. 26(2), pages 215-234, January.
    4. Konstantin Arbeev & Svetlana Ukraintseva & Lyubov S. Arbeeva & Anatoli Yashin, 2005. "Mathematical Models for Human Cancer Incidence Rates," Demographic Research, Max Planck Institute for Demographic Research, Rostock, Germany, vol. 12(10), pages 237-272.
    5. Nan Zhu & Daniel Bauer, 2013. "Coherent Pricing of Life Settlements Under Asymmetric Information," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 827-851, September.
    6. L. Diab, 2010. "Testing for NBUL using goodness of fit approach with applications," Statistical Papers, Springer, vol. 51(1), pages 27-40, January.
    7. Belzunce, Félix & Gao, Xiaoli & Hu, Taizhong & Pellerey, Franco, 2004. "Characterizations of the hazard rate order and IFR aging notion," Statistics & Probability Letters, Elsevier, vol. 70(4), pages 235-242, December.
    8. Jiang Cheng & Lu Yu, 2019. "Life and health insurance consumption in China: demographic and environmental risks," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 44(1), pages 67-101, January.
    9. Bagdonavicius, Vilijandas & Nikulin, Mikhail, 2000. "On goodness-of-fit for the linear transformation and frailty models," Statistics & Probability Letters, Elsevier, vol. 47(2), pages 177-188, April.
    10. Howard Kunreuther & Erwann Michel-Kerjan, 2015. "Demand for fixed-price multi-year contracts: Experimental evidence from insurance decisions," Journal of Risk and Uncertainty, Springer, vol. 51(2), pages 171-194, October.
    11. Hadi Ahmed & Mohamed Kayid, 2004. "Preservation properties for the Laplace transform ordering of residual lives," Statistical Papers, Springer, vol. 45(4), pages 583-590, October.
    12. Hyojoung Kim & Doyoung Kim & Subin Im & James W. Hardin, 2009. "Evidence of Asymmetric Information in the Automobile Insurance Market: Dichotomous Versus Multinomial Measurement of Insurance Coverage," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 76(2), pages 343-366, June.
    13. Yahia Salhi & Pierre-Emmanuel Thérond, 2016. "Age-Specific Adjustment of Graduated Mortality," Working Papers hal-01391285, HAL.
    14. Feehan, Dennis & Wrigley-Field, Elizabeth, 2020. "How do populations aggregate?," SocArXiv 2fkw3, Center for Open Science.
    15. M. K. Lintu & Asha Kamath, 2022. "Performance of recurrent event models on defect proneness data," Annals of Operations Research, Springer, vol. 315(2), pages 2209-2218, August.
    16. Il Do Ha & Maengseok Noh & Youngjo Lee, 2010. "Bias Reduction of Likelihood Estimators in Semiparametric Frailty Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(2), pages 307-320, June.
    17. Andreas Wienke & Anne M. Herskind & Kaare Christensen & Axel Skytthe & Anatoli I. Yashin, 2002. "The influence of smoking and BMI on heritability in susceptibility to coronary heart disease," MPIDR Working Papers WP-2002-003, Max Planck Institute for Demographic Research, Rostock, Germany.
    18. Michael Hoy & Afrasiab Mirza & Asha Sadanand, 2021. "Guaranteed renewable life insurance under demand uncertainty," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 88(1), pages 131-159, March.
    19. Filipe Costa Souza & Wilton Bernardino & Silvio C. Patricio, 2024. "How life-table right-censoring affected the Brazilian social security factor: an application of the gamma-Gompertz-Makeham model," Journal of Population Research, Springer, vol. 41(3), pages 1-38, September.
    20. Ran Abramitzky, 2008. "The Limits of Equality: Insights from the Israeli Kibbutz," Discussion Papers 07-048, Stanford Institute for Economic Policy Research.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:40:y:2007:i:1:p:1-14. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.