期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2015
卷号：77
期号：2
页码：337-350
DOI：10.1007/s13171-015-0066-7
语种：English
出版社：Indian Statistical Institute
摘要：In this article we study stochastic monotone properties of the deficit at ruin in terms of the increasing convex (concave) order. Also, we conduct comparisons on the extended deficit at ruin in the sense of the usual stochastic order and expectation. Additionally, the increasing convex (concave) order between the deficit at ruin and the amount of every drop in surplus is presented as well.
关键词：DMRL ; Increasing convex/concave order ; NWUC ; NWU[2].
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