• Title of article

    Closure properties of some partial orderings under mixing

  • Author/Authors

    Hesselager، نويسنده , , Ole، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1998
  • Pages
    8
  • From page
    163
  • To page
    170
  • Abstract
    We investigate under which conditions a partial ordering between distributions is preserved when these are used as mixing distributions with the same kernel distribution. We find that the (nth order) stop-loss ordering is closed in this sense under mixing of a scale parameter, and that the (nth order) failure rate ordering is closed under scale mixing when the kernel density is totally positive of order 2 in the observation and the scale parameter.
  • Keywords
    Stop-loss order , Total positivity , Equilibrium distributions , Failure rate order , Scale mixtures
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    1998
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1541859