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The Laplace order and ordering of residual lives

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  • Belzunce, Félix
  • Ortega, Eva
  • Ruiz, José M.

Abstract

The purpose of this paper is to study new notions of stochastic comparisons and aging classes based on the Laplace transform order of residual lives. We give relationships to other stochastic orders and aging classes given previously. Finally we study some applications to shock models.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:stapro:v:42:y:1999:i:2:p:145-156
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    References listed on IDEAS

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    1. Belzunce, F. & Pellerey, Franco & Ruiz, J. M. & Shaked, Moshe, 1997. "The dilation order, the dispersion order, and orderings of residual lives," Statistics & Probability Letters, Elsevier, vol. 33(3), pages 263-275, May.
    2. Belzunce, F. & Candel, J. & Ruiz, J. M., 1996. "Dispersive orderings and characterization of ageing classes," Statistics & Probability Letters, Elsevier, vol. 28(4), pages 321-327, August.
    3. Fagiuoli, E. & Pellerey, F., 1994. "Mean residual life and increasing convex comparison of shock models," Statistics & Probability Letters, Elsevier, vol. 20(5), pages 337-345, August.
    4. Pellerey, Franco & Shaked, Moshe, 1997. "Characterizations of the IFR and DFR aging notions by means of the dispersive order," Statistics & Probability Letters, Elsevier, vol. 33(4), pages 389-393, May.
    5. A-Hameed, M. S. & Proschan, F., 1973. "Nonstationary shock models," Stochastic Processes and their Applications, Elsevier, vol. 1(4), pages 383-404, October.
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    Cited by:

    1. 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.
    2. L. Diab, 2010. "Testing for NBUL using goodness of fit approach with applications," Statistical Papers, Springer, vol. 51(1), pages 27-40, January.
    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. 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. Xiaohu Li & Guoxin Qiu, 2007. "Some preservation results of NBUC aging property with applications," Statistical Papers, Springer, vol. 48(4), pages 581-594, October.
    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. 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.
    8. Denuit, Michel, 2001. "Laplace transform ordering of actuarial quantities," Insurance: Mathematics and Economics, Elsevier, vol. 29(1), pages 83-102, August.

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