A further study on correlation order

DOI10.1007/s11766-004-0009-xzbMath1062.60014OpenAlexW73225994MaRDI QIDQ1769569

Yi Zhang, Tong-Yu Lu

Publication date: 4 April 2005

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-004-0009-x

zbMATH Keywords

comparison theoremincreasing convex orderconvex ordercorrelation order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Related Items

On the correlation order

Cites Work

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• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Negative association of random variables, with applications
• Generalized correlation order and stop-loss order
• A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum