Zobrazeno 1 - 7
of 7
pro vyhledávání: '"N. A. Langberg"'
Publikováno v:
Scandinavian Actuarial Journal. 2004:431-447
In this paper we consider two portfolios: one of m endowment insurance contracts and one of m whole life insurance contracts. We introduce the majorization order, Schur functions, and parametric families of distribution functions. We assume that the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1a37f050a994339528ee61826357538a
https://doi.org/10.1080/03461230410020383
https://doi.org/10.1080/03461230410020383
Publikováno v:
Scandinavian Actuarial Journal. 2002:212-222
In the paper we consider an endowment insurance contract with a twelve months maturation time. Using the majorization order and Schur-convex functions we derive upper and lower bounds of the premium, the death and survival benefits for a hetrogeneous
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9929fa3470f3fdec49bf276749643d2e
https://doi.org/10.1080/034612302320179872
https://doi.org/10.1080/034612302320179872
Publikováno v:
Henry W. Block, Allan R. Sampson, and Thomas H. Savits, eds. Topics in statistical dependence (Hayward, CA: Institute of Mathematical Statistics, 1990), 69-83
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1b0e6c8b6f81deb4140e241cb2b3ecc
https://doi.org/10.1214/lnms/1215457550
https://doi.org/10.1214/lnms/1215457550
Publikováno v:
Advances in Applied Probability. 20:798-821
We present autoregressive (AR) and autoregressive moving average (ARMA) processes with bivariate exponential (BE) and bivariate geometric (BG) distributions. The theory of positive dependence is used to show that in various cases, the BEAR, BGAR, BEA
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c22c3aa154264b8f7e9208a73ea4fce2
https://doi.org/10.1017/s0001867800018383
https://doi.org/10.1017/s0001867800018383
Publikováno v:
Biometrics. 39(1)
At any age the mean residual life function gives the expected remaining life at that age. Reliabilists and biometricians have found it useful to categorize failure distributions by the monotonicity properties of the mean residual life function. Holla
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=pmid________::602bdf8c400a89c3de6de7f415974726
https://pubmed.ncbi.nlm.nih.gov/6871340
https://pubmed.ncbi.nlm.nih.gov/6871340