• DocumentCode
    2246890
  • Title

    Multivariate Laplace transform ratio order with applications

  • Author

    Ling, Xiao-liang ; Luo, Shu-xin ; Li, Ping

  • Author_Institution
    Coll. of Sci., Hebei Univ. of Sci. & Technol., Shijiazhuang, China
  • Volume
    5
  • fYear
    2010
  • fDate
    11-14 July 2010
  • Firstpage
    2256
  • Lastpage
    2260
  • Abstract
    In this paper, a new stochastic order called multi-variate Laplace transform ratio order is defined and studied. Its properties are investigated and also this paper presents interesting conditions under which vectors of random sum are ordered in multivariate Laplace transform ratio order. Some applications in comparing random sums, multivariate shock models and multivariate frailty models are given as well.
  • Keywords
    Laplace transforms; multivariate Laplace transform ratio order; multivariate frailty models; multivariate shock models; random sum; stochastic order; Shock models; frailty models; random sum; stochastic order;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Machine Learning and Cybernetics (ICMLC), 2010 International Conference on
  • Conference_Location
    Qingdao
  • Print_ISBN
    978-1-4244-6526-2
  • Type

    conf

  • DOI
    10.1109/ICMLC.2010.5580645
  • Filename
    5580645
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=2246890