Preservation of weak SAI's under increasing transformations with applications
From MaRDI portal
Publication:2006770
DOI10.1016/j.spl.2020.108828zbMath1455.60034OpenAlexW3028003203MaRDI QIDQ2006770
Publication date: 12 October 2020
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2020.108828
Related Items (1)
Cites Work
- On allocations to portfolios of assets with statistically dependent potential risk returns
- Joint weak hazard rate order under non-symmetric copulas
- Functional characterizations of bivariate weak SAI with an application
- Some new notions of dependence with applications in optimal allocation problems
- An introduction to copulas.
- Asset proportions in optimal portfolios with dependent default risks
- On capital allocation for stochastic arrangement increasing actuarial risks
- Preservation of weak stochastic arrangement increasing under fixed time left-censoring
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
- On allocation of redundant components for systems with dependent components
- Joint stochastic orders of high degrees and their applications in portfolio selections
- Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
- Ordering optimal proportions in the asset allocation problem with dependent default risks
- Ordering scalar products with applications in financial engineering and actuarial science
- Bivariate characterization of some stochastic order relations
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
- Allocating active redundancies to k‐out‐of‐n reliability systems with permutation monotone component lifetimes
- Increasing convex order on generalized aggregation of SAI random variables with applications
- Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
- ON WEIGHTED K-OUT-OF-N SYSTEMS WITH STATISTICALLY DEPENDENT COMPONENT LIFETIMES
- Comparison of hazard rates for dependent random variables
- Unnamed Item
This page was built for publication: Preservation of weak SAI's under increasing transformations with applications