Preservation of multivariate dependence under multivariate claim models

DOI10.1016/S0167-6687(99)00032-3zbMath1028.91562OpenAlexW1990068454WikidataQ126850675 ScholiaQ126850675MaRDI QIDQ1962826

Xiaoming Pan, Taizhong Hu

Publication date: 31 January 2000

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00032-3

zbMATH Keywords

bankruptcynegatively associationbirth processespositively associationsupermodular dependence ordering

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (max. 100)

Smooth generators of integral stochastic orders. ⋮ Multivariate aging properties of epoch times of nonhomogeneous processes ⋮ Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications ⋮ Preservation of positive and negative orthant dependence concepts under mixtures and applications ⋮ STOCHASTIC COMPARISONS OF GENERALIZED ORDER STATISTICS ⋮ Variability of total claim amounts under dependence between claims severity and number of events ⋮ Stochastic comparisons of mixtures of convexly ordered distributions with applications in reliability theory ⋮ A note on a two variable block replacement policy for a system subject to non-homogeneous pure birth shocks ⋮ Preservation of association in multivariate shock and claim models ⋮ Multivariate hazard rate orders

Cites Work

• Unnamed Item
• Unnamed Item
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Supermodular stochastic orders and positive dependence of random vectors
• Stop-loss order for portfolios of dependent risks
• Negative association of random variables, with applications
• Inequalities for stochastic models via supermodular orderings
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• Shock models with underlying birth process
• MR/GI/1 queues by positively correlated arrival stream
• Monotonicity results for MR/GI/1 queues
• Preservation of multivariate stochastic orders under multivariate Poisson shock models
• Comparison Results for Markov-Modulated Recursive Models
• Polya Type Distributions of Convolutions
• Association of Random Variables, with Applications

This page was built for publication: Preservation of multivariate dependence under multivariate claim models