Positive dependence orderings and stopping times

DOI10.1007/BF01720589zbMath0809.60055MaRDI QIDQ1336528

Marco Scarsini, Bruno Bassan

Publication date: 28 March 1995

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

positive dependencestochastic orderingstopping timesSlepian's inequalitySudakov-Fernique inequalityexchangeable elliptically contoured sequencesfamilies of Brownian motion

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40)

Cites Work

• A framework for positive dependence
• On the theory of elliptically contoured distributions
• Positive dependence orderings
• Life Lengths and Association: A Dynamic Approach
• Some Concepts of Dependence

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