Abstract : The present paper aims to point out how the stationary-excess operator and its iterates transform the s-convex stochastic orders and the associated moment spaces. This allows us to propose a new unified method on constructing s-convex extrema for distributions that are known to be t-monotone. Both discrete and continuous cases are investigated. Several extremal distributions under monotonicity conditions are derived. They are illustrated with some applications in insurance.
https://hal.archives-ouvertes.fr/hal-00442047
Contributeur : Stéphane Loisel <>
Soumis le : jeudi 1 avril 2010 - 23:54:44
Dernière modification le : jeudi 31 décembre 2015 - 01:03:05
Document(s) archivé(s) le : vendredi 17 septembre 2010 - 16:32:47
