Some new conditions for the increasing convex comparison of risks

Franco Pellerey

Scandinavian Actuarial Journal, 1997, vol. 1997, issue 1, 38-47

Abstract: The preservation under convolutions and mixing of the increasing convex comparison of risks is considered, and new related results are proved. Some applications of these results in actuarial context are shown. Also, similar properties are shown to be satisfied by the convex and the Laplace comparisons of risks.

Date: 1997
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DOI: 10.1080/03461238.1997.10413976

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