### Extremal distributions for 5-convex stochastic orderings with arbitrary discrete support and applications in actuarial sciences

TIAN You-gong, LIU Zhuan-ling

1. School of Information Engineering, Lanzhou University of Finance and Economics, Lanzhou 730020, Gansu, China
• Received:2014-03-20 Online:2014-07-20 Published:2014-09-15

Abstract: In the sense of discrete 5-convex stochastic ordering, the extremal distribution for random variables valued in an arbitrary discrete subset of the half-positive real line R+ was considered. The bounds of Lundberg's adjustment coefficient in actuarial sciences were estimated.

CLC Number:

• O211.6
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 [1] TIAN You-gong1, JIAO Gui-mei2*. Extremal distribution for the discrete 5-convex stochastic #br# ordering and applications [J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2014, 49(1): 99-104.
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