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Comparison of higher degree stop-loss transforms.
- 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]
- Subjects :
- *EXTREME value theory
*PROBABILITY theory
*EQUILIBRIUM
Subjects
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