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On a stochastic order induced by an extension of Panjer’s family of discrete distributions

We factorize probability mass functions of discrete distributions belonging to Panjer’s family and to its certain extensions to define a stochastic order on the space of distributions supported on [Formula: see text] . Main properties of this order are presented. Comparison of some well-known distri...

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Detalles Bibliográficos
Autores principales: Beknazaryan, Aleksandr, Adamic, Peter
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8791926/
https://www.ncbi.nlm.nih.gov/pubmed/35125519
http://dx.doi.org/10.1007/s00184-021-00822-5