Pages that link to "Item:Q2482691"
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The following pages link to Dependence properties and comparison results for Lévy processes (Q2482691):
Displaying 19 items.
- On some dependence structures for multidimensional Lévy driven moving averages (Q457632) (← links)
- Convex ordering criteria for Lévy processes (Q477990) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Stochastic comparison and preservation of positive correlations for Lévy-type processes (Q1034298) (← links)
- Comparison of two components of a bivariate subordinator and study of the upper envelope of a Lévy process (Q1413101) (← links)
- Supermodular ordering of Poisson arrays (Q2018634) (← links)
- Optimal control and dependence modeling of insurance portfolios with Lévy dynamics (Q2276249) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- Characterization of dependence of multidimensional Lévy processes using Lévy copulas (Q2499076) (← links)
- Pareto Lévy measures and multivariate regular variation (Q2879909) (← links)
- Dependence properties of dynamic credit risk models (Q2909818) (← links)
- Optimal Dividends Paid in a Foreign Currency for a Lévy Insurance Risk Model (Q3385438) (← links)
- Multivariate risk processes with interacting intensities (Q3516403) (← links)
- (Q4631988) (← links)
- Association and Other Forms of Positive Dependence for Feller Evolution Systems (Q5005713) (← links)
- On association and other forms of positive dependence for Feller processes (Q5226263) (← links)
- On a Comparison Result for Markov Processes (Q5459925) (← links)
- A condition-based imperfect replacement policy for a periodically inspected system with two dependent wear indicators (Q6571885) (← links)
