A note on multivariate stochastic comparisons of Bernoulli random variables

From MaRDI portal
Publication:1888867

DOI10.1016/j.jspi.2003.07.012zbMath1059.60023OpenAlexW1994582064MaRDI QIDQ1888867

Lingyan Ruan, Taizhong Hu

Publication date: 29 November 2004

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2003.07.012




Related Items (19)

ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIESOrdering results for individual risk model with dependent Location-Scale claim severitiesOrdering properties of the smallest and largest claim amounts in a general scale modelA note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variablesComparisons on aggregate risks from two sets of heterogeneous portfoliosStochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfoliosOn stochastic comparison between aggregate claim amountsCONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONSStochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G ModelOn the convex transform and right-spread orders of smallest claim amountsOrdering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance AnalysisSome new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfoliosComparisons of aggregate claim numbers and amounts: a study of heterogeneitySufficient conditions for ordering aggregate heterogeneous random claim amountsOn the Convolution of Heterogeneous Bernoulli Random VariablesOn the increasing convex order of generalized aggregation of dependent random variablesStochastic comparisons of the smallest and largest claim amounts with location-scale claim severitiesOn transform orders for largest claim amountsStochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications



Cites Work


This page was built for publication: A note on multivariate stochastic comparisons of Bernoulli random variables