Comparison of higher degree stop-loss transforms

Idir Arab, Paulo Eduardo Oliveira and Beatriz Santos

Communications in Statistics - Theory and Methods, 2024, vol. 53, issue 21, 7642-7650

Abstract: We regard high degree stop-loss transforms as iterated equilibrium distributions to establish comparison criteria with respect to star-shape and convex transform orders. As an application, we derive monotonicity properties for exceedance probabilities, providing information on how likely these distributions are to be far from the extreme values of their support.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2023.2269453 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:53:y:2024:i:21:p:7642-7650

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2023.2269453

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().