Title : ( Preservation of some Stochastic Orders under Distortion )
Authors: Hossein Ali Mohtashami Borzadaran , Mohammad Amini ,
دانلود فایل برای اعضای دانشگاهAccess to full-text not allowed by authors
Abstract
Given a distortion function $g:[0,1]rightarrow [0,1]$, we examine under what conditions some univariate stochastic orders preserve distortion and after that we extend our work to bivariate stochastic orders under distortions with the consideration of copula distortion function.
Keywords
, Distortion function , Stochastic Orders , Copula , Dependence , Insurance Premium , Distortion Utility Theory
@inproceedings{paperid:1026991,
author = {Mohtashami Borzadaran, Hossein Ali and Amini, Mohammad},
title = {Preservation of some Stochastic Orders under Distortion},
booktitle = {هشتمین سمینار احتمال و فرآیندهای تصادفی},
year = {2011},
location = {گیلان, IRAN},
keywords = {Distortion function ; Stochastic Orders ; Copula ; Dependence ; Insurance Premium ; Distortion Utility Theory},
}
%0 Conference Proceedings
%T Preservation of some Stochastic Orders under Distortion
%A Mohtashami Borzadaran, Hossein Ali
%A Amini, Mohammad
%J هشتمین سمینار احتمال و فرآیندهای تصادفی
%D 2011
