Stochastic s-(increasing) Convexity

Abstract

For many applications,especiallyin actuarialsciences, a problemof great practicalinterestis the stochasticcomparisonof mixed distributionsand of compoundsums. This questionis investigatedhere with respectto the class of stochastics-(increasing)convex orderingsintroducedrecently. The analysis is basedon a centralproperty,called stochastics-(increasing)convexity , for families of parametric distributions.