• Title of article

    Laplace transform ordering of actuarial quantities

  • Author/Authors

    Denuit، نويسنده , , Michel، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    20
  • From page
    83
  • To page
    102
  • 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
  • Serial Year
    2001
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1542412

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=1542412