Preservation of multivariate stochastic orders under multivariate Poisson shock models

DOI10.2307/3215013zbMath0899.60075OpenAlexW2325518367MaRDI QIDQ4376519

Tityik Wong

Publication date: 3 November 1998

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3215013

zbMATH Keywords

likelihood ratio ordernonhomogeneous Poisson processusual stochastic orderincreasing convex orderincreasing concave orderLaplace transform orderpreservation propertiesincreasing componentwise convex ordermultivariate shock modelscomponentwise convex orderlower-orthant concave orderlower-orthant ordermoments orderupper-orthant convex orderupper-orthant order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (9)

Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications ⋮ Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications ⋮ Laplace transform ordering of actuarial quantities. ⋮ Preservation of multivariate dependence under multivariate claim models ⋮ Preservation of positive and negative orthant dependence concepts under mixtures and applications ⋮ Dependence orderings for some functionals of multivariate point processes ⋮ Stochastic comparisons for multivariate shock models ⋮ Preservation of association in multivariate shock and claim models ⋮ Multivariate hazard rate orders

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