Supermodular comparison of time-to-ruin random vectors

DOI10.1007/s11009-006-9004-4zbMath1115.62111OpenAlexW2019246791MaRDI QIDQ2642480

Benny Levikson, Esther Frostig, Michel M. Denuit

Publication date: 17 August 2007

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-006-9004-4

zbMATH Keywords

associationruin theorysupermodular orderorthant ordersconditional increasingness

Mathematics Subject Classification ID

Related Items (5)

Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors ⋮ Dependence properties and comparison results for Lévy processes ⋮ Survival probabilities in bivariate risk models, with application to reinsurance ⋮ Unnamed Item ⋮ General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes

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