JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2014, Vol. 49 ›› Issue (1): 99-104.doi: 10.6040/j.issn.1671-9352.0.2013.248

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Extremal distribution for the discrete 5-convex stochastic #br# ordering and applications

TIAN You-gong1, JIAO Gui-mei2*   

  1. 1. School of Information Engineering, Lanzhou University of Finance and Economics,
    Lanzhou 730020, Gansu, China;
    2. School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, Gansu, China
  • Received:2013-05-20 Online:2014-01-20 Published:2014-01-15

Abstract:

The extremal distribution for the discrete 5-convex order was obtained. In applications,  the lower and upper bounds for the probability of extinction in a branching process and the Lundberg′s adjustment coefficient in the classical discrete risk model were studied.

Key words: moment space, extremal distribution, branching process, Lundberg′s adjustment coefficient, 5-convex order

CLC Number: 

  • O211.6
[1] TIAN You-gong, LIU Zhuan-ling. Extremal distributions for 5-convex stochastic orderings with arbitrary discrete support and applications in actuarial sciences [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2014, 49(07): 57-62.
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