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Laplace transform ordering of actuarial quantities

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  • Denuit, Michel

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  • Denuit, Michel, 2001. "Laplace transform ordering of actuarial quantities," Insurance: Mathematics and Economics, Elsevier, vol. 29(1), pages 83-102, August.
    • Handle: RePEc:eee:insuma:v:29:y:2001:i:1:p:83-102
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    References listed on IDEAS

    as
    1. Dhaene, Jan & Denuit, Michel, 1999. "The safest dependence structure among risks," Insurance: Mathematics and Economics, Elsevier, vol. 25(1), pages 11-21, September.
    2. Bartoszewicz, Jaroslaw, 1999. "Characterizations of stochastic orders based on ratios of Laplace transforms," Statistics & Probability Letters, Elsevier, vol. 42(2), pages 207-212, April.
    3. repec:cup:astinb:v:22:y:1992:i:02:p:235-246_00 is not listed on IDEAS
    4. Thistle, Paul D., 1993. "Negative Moments, Risk Aversion, and Stochastic Dominance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(2), pages 301-311, June.
    5. repec:cup:astinb:v:26:y:1996:i:02:p:201-212_00 is not listed on IDEAS
    6. Muller, Alfred, 1997. "Stop-loss order for portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 219-223, December.
    7. Kaas, R. & Gerber, H. U., 1994. "Some alternatives for the individual model," Insurance: Mathematics and Economics, Elsevier, vol. 15(2-3), pages 127-132, December.
    8. repec:cup:astinb:v:6:y:1971:i:02:p:97-107_01 is not listed on IDEAS
    9. Bartoszewicz, Jaroslaw, 2000. "Stochastic orders based on the Laplace transform and infinitely divisible distributions," Statistics & Probability Letters, Elsevier, vol. 50(2), pages 121-129, November.
    10. Denuit, Michel & Lefevre, Claude & Mesfioui, M'hamed, 1999. "A class of bivariate stochastic orderings, with applications in actuarial sciences," Insurance: Mathematics and Economics, Elsevier, vol. 24(1-2), pages 31-50, March.
    11. 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.
    12. 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.
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    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. Andrea C. Hupman & Jay Simon, 2023. "The Legacy of Peter Fishburn: Foundational Work and Lasting Impact," Decision Analysis, INFORMS, vol. 20(1), pages 1-15, March.
    3. L. Diab, 2010. "Testing for NBUL using goodness of fit approach with applications," Statistical Papers, Springer, vol. 51(1), pages 27-40, January.
    4. Smaranika Bera & Lisa Parveen & Murari Mitra, 2026. "Laplace transform characterizations for classes of life distributions," Journal of Theoretical Probability, Springer, vol. 39(2), pages 1-18, June.
    5. 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.
    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.
    7. M. Kayid, 2022. "Characterizations of the Weak Bivariate Failure Rate Order and Bivariate IFR Aging Class," Journal of Mathematics, John Wiley & Sons, vol. 2022(1).
    8. Shaked, Moshe, 2007. "Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications," Statistics & Probability Letters, Elsevier, vol. 77(12), pages 1339-1344, July.
    9. Ariyafar, Saeed & Tata, Mahbanoo & Rezapour, Mohsen & Madadi, Mohsen, 2020. "Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    10. 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.
    11. Goovaerts, Marc J. & Laeven, Roger J.A., 2008. "Actuarial risk measures for financial derivative pricing," Insurance: Mathematics and Economics, Elsevier, vol. 42(2), pages 540-547, April.
    12. Abdulaziz Alenazi, 2025. "Some New Results Related to the Likelihood Ratio and the Laplace Transform Ordering," Mathematics, MDPI, vol. 13(12), pages 1-12, June.
    13. Kayid, M. & Alamoudi, L., 2013. "Some results about the exponential ordering of inactivity time," Economic Modelling, Elsevier, vol. 33(C), pages 159-163.
    14. Goovaerts, Marc J. & Kaas, Rob & Laeven, Roger J.A. & Tang, Qihe, 2004. "A comonotonic image of independence for additive risk measures," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 581-594, December.
    15. 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.
    16. Hansjörg Albrecher & José Carlos Araujo-Acuna, 2022. "On The Randomized Schmitter Problem," Methodology and Computing in Applied Probability, Springer, vol. 24(2), pages 515-535, June.
    17. Mercier, Sophie & Pham, Hai Ha, 2017. "A bivariate failure time model with random shocks and mixed effects," Journal of Multivariate Analysis, Elsevier, vol. 153(C), pages 33-51.
    18. Alenazi, Abdulaziz & Mehrez, Khaled, 2026. "The Stieltjes transform order and related ratio order," Statistics & Probability Letters, Elsevier, vol. 233(C).

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