On multiply monotone distributions, continuous or discrete, with applications

Claude Lefèvre () and Stéphane Loisel
Additional contact information
Claude Lefèvre: ULB - Département de Mathématique [Bruxelles] - ULB - Faculté des Sciences [Bruxelles] - ULB - Université libre de Bruxelles

Post-Print from HAL

Abstract: This paper is concerned with the class of distributions, continuous or discrete, whose shape is monotone of finite integer order t. A characterization is presented as a mixture of a minimum of t independent uniform distributions. Then, a comparison of t-monotone distributions is made using the s-convex stochastic orders. A link is also pointed out with an alternative approach to monotonicity based on a stationary-excess operator. Finally, the monotonicity property is exploited to reinforce the classical Markov and Lyapunov inequalities. The results are illustrated by several applications to insurance.

Date: 2013
New Economics Papers: this item is included in nep-ias
Note: View the original document on HAL open archive server: https://hal.science/hal-00750562v2
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (14)

Published in Journal of Applied Probability, 2013, 50 (3), pp.603-907

Downloads: (external link)
https://hal.science/hal-00750562v2/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00750562

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().