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
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