Pages that link to "Item:Q3128430"

The following pages link to Inequalities for stochastic models via supermodular orderings (Q3128430):

Displaying 47 items.

• Ruin-based risk measures in discrete-time risk models (Q784443) (← links)
• Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
• Hessian orders and multinormal distributions (Q1036796) (← links)
• A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
• How to improve the performance of ATM multiplexers (Q1306373) (← links)
• Stop-loss order for portfolios of dependent risks (Q1381453) (← links)
• A comparison between homogeneous and heterogeneous portfolios. (Q1413283) (← links)
• Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288) (← links)
• Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
• Ordering ruin probabilities for dependent claim streams. (Q1413386) (← links)
• A connection between supermodular ordering and positive/negative association. (Q1421866) (← links)
• Some remarks on the supermodular order (Q1570292) (← links)
• Supermodular dependence ordering on a class of multivariate copulas (Q1613090) (← links)
• On finite exchangeable sequences and their dependence (Q1679565) (← links)
• A note on multivariate stochastic comparisons of Bernoulli random variables (Q1888867) (← links)
• Global dependence stochastic orders (Q1930622) (← links)
• Preservation of multivariate dependence under multivariate claim models (Q1962826) (← links)
• On the waiting times in queues with dependency between interarrival and service times (Q1970427) (← links)
• Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
• Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
• Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
• Log-supermodularity of weight functions, ordering weighted losses, and the loading monotonicity of weighted premiums (Q2276227) (← links)
• Relations between the spectral measures and dependence of MEV distributions (Q2340038) (← links)
• Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
• Dependence orderings for some functionals of multivariate point processes (Q2486178) (← links)
• Variability of total claim amounts under dependence between claims severity and number of events (Q2499826) (← links)
• Supermodular comparison of time-to-ruin random vectors (Q2642480) (← links)
• On the distortion of a copula and its margins (Q2866292) (← links)
• Dependence properties of dynamic credit risk models (Q2909818) (← links)
• Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks (Q3440874) (← links)
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios (Q3509830) (← links)
• (Q4631988) (← links)
• Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications (Q4780926) (← links)
• Supermodular Order and Lundberg Exponents (Q4780927) (← links)
• Comparison of multivariate risks and positive dependence (Q4819466) (← links)
• CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS (Q4994444) (← links)
• Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
• (Q5060544) (← links)
• Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering (Q5079131) (← links)
• Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors (Q5299571) (← links)
• Stochastic analysis of duplicates in life insurance portfolios (Q5422748) (← links)
• <i>K</i>-combined random fields: Basic properties and stochastic orderings (Q5875232) (← links)
• An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings (Q6169187) (← links)
• Supermodular and directionally convex comparison results for general factor models (Q6200938) (← links)
• Optimal investment in ambiguous financial markets with learning (Q6554635) (← links)
• Generalized location-scale mixtures of elliptical distributions: Definitions and stochastic comparisons (Q6571715) (← links)
• Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science (Q6640105) (← links)