Two sufficient conditions for convex ordering on risk aggregation (Q1667592)
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scientific article; zbMATH DE number 6929581
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two sufficient conditions for convex ordering on risk aggregation |
scientific article; zbMATH DE number 6929581 |
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Two sufficient conditions for convex ordering on risk aggregation (English)
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30 August 2018
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Summary: We define new stochastic orders in higher dimensions called weak correlation orders. It is shown that weak correlation orders imply stop-loss order of sums of multivariate dependent risks with the same marginals. Moreover, some properties and relations of stochastic orders are discussed.
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