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Comparison of higher degree stop-loss transforms.

Authors :
Arab, Idir
Oliveira, Paulo Eduardo
Santos, Beatriz
Source :
Communications in Statistics: Theory & Methods. 2024, Vol. 53 Issue 21, p7642-7650. 9p.
Publication Year :
2024

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Volume :
53
Issue :
21
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
179637906
Full Text :
https://doi.org/10.1080/03610926.2023.2269453