McMaster University

“Multivariate Stochastic comparisons in Actuarial Science and Applications”

Date: Thursday, April 19, 2018

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.

Important Date

April 9 – April 23: Winter Term Exam Period (includes final exams for Fall/Winter Term classes)

Where are they now?

Stacey De Sutter, M.Sc (2003)

John Petkau, B.Sc. Mathematics & Statistics (1971)