Title of article :
Laplace transform ordering of actuarial quantities
Author/Authors :
Denuit، نويسنده , , Michel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
20
From page :
83
To page :
102
Abstract :
This paper aims to study both univariate and multivariate versions of the Laplace transform order. The importance of this stochastic order relation in actuarial sciences is enhanced by outlining several possible applications.
Keywords :
Utility theory , Risk theory , Laplace transform , dependence , Life distribution , Stochastic order
Journal title :
Insurance Mathematics and Economics
Serial Year :
2001
Journal title :
Insurance Mathematics and Economics
Record number :
1542412
Link To Document :
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