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篇目详细内容 |
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【篇名】 |
On domination problem of non-negative distributions |
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【刊名】 |
Frontiers of Mathematics in China |
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【刊名缩写】 |
Front. Math. China |
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【ISSN】 |
1673-3452 |
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【EISSN】 |
1673-3576 |
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【DOI】 |
10.1007/s11464-009-0040-6 |
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【出版社】 |
Higher Education Press and Springer-Verlag |
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【出版年】 |
2009 |
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【卷期】 |
4
卷4期 |
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【页码】 |
681-696
页,共
16
页 |
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【作者】 |
Zishan SU;
Chun SU;
Zhishui HU;
Jie LIU;
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【关键词】 |
Non-negative distributions; domination; class ; class ℳ*; class ; Karamata index |
【摘要】 |
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The domination relationship between non-negative distributions is an important question in applied probability. It has important applications in the fields of finance, insurance and risk theory. In this paper, based on class , we find the sufficient condition of dominating all light-tailed distributions and also discuss its necessity. Almost all heavy-tailed distributions often used in risk theory satisfy this condition. We also consider the domination problem between heavy-tailed distributions, and show that classes and ℳ* have many good properties on domination problems. |
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