April 9 – April 23: Winter Term Exam Period (includes final exams for Fall/Winter Term classes)
Date: | Thursday, April 19, 2018 |
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In this talk, I will introduce some concepts and notions for multivariate stochastic comparisons. I will then consider some convolution quantities that are useful in the context of Actuarial Science and present some multivariate stochastic comparison results for these quantities. I will then generalize these results to random convolutions as well as for some general families of distributions. I will present some numerical examples to illustrate the established results.
April 9 – April 23: Winter Term Exam Period (includes final exams for Fall/Winter Term classes)
Stacey De Sutter, M.Sc (2003)
John Petkau, B.Sc. Mathematics & Statistics (1971)