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

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

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  • 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
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    References listed on IDEAS

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    1. Igal Hendel & Alessandro Lizzeri, 2003. "The Role of Commitment in Dynamic Contracts: Evidence from Life Insurance," The Quarterly Journal of Economics, Oxford University Press, vol. 118(1), pages 299-328.
    2. Denuit, Michel, 2001. "Laplace transform ordering of actuarial quantities," Insurance: Mathematics and Economics, Elsevier, vol. 29(1), pages 83-102, August.
    3. 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.
    4. 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.
    5. 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.
    6. 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.
    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.
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    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. 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.
    5. M. Anis, 2014. "Tests of non-monotonic stochastic aging notions in reliability theory," Statistical Papers, Springer, vol. 55(3), pages 691-714, August.
    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.

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