Abstract
For many applications, especially in actuarial sciences, a problem of great practical interest is the stochastic comparison of mixed distributions and of compound sums. This question is investigated here with respect to the class of stochastic s-(increasing) convex orderings introduced recently. The analysis is based on a central property, called stochastic s-(increasing) convexity, for families of parametric distributions.
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Denuit, M., Lefevre, C. (2001). Stochastic s-(increasing) Convexity. In: Hadjisavvas, N., Martínez-Legaz, J.E., Penot, JP. (eds) Generalized Convexity and Generalized Monotonicity. Lecture Notes in Economics and Mathematical Systems, vol 502. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-56645-5_11
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DOI: https://doi.org/10.1007/978-3-642-56645-5_11
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