Title of article :
Laplace transform ordering of actuarial quantities
Author/Authors :
Denuit، نويسنده , , Michel، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
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
Journal title :
Insurance Mathematics and Economics