Functional characterizations of bivariate weak SAI with an application
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Publication:495474
DOI10.1016/J.INSMATHECO.2015.05.013zbMath1348.60025OpenAlexW1005771669MaRDI QIDQ495474
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.05.013
Inequalities; stochastic orderings (60E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Portfolio theory (91G10)
Related Items (14)
On capital allocation for stochastic arrangement increasing actuarial risks ⋮ On coverage limits and deductibles for SAI loss severities ⋮ ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES ⋮ Ordering results for individual risk model with dependent Location-Scale claim severities ⋮ Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns ⋮ Preservation of weak stochastic arrangement increasing under fixed time left-censoring ⋮ Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios ⋮ ON WEIGHTED K-OUT-OF-N SYSTEMS WITH STATISTICALLY DEPENDENT COMPONENT LIFETIMES ⋮ Optimal allocation of policy limits in layer reinsurance treaties ⋮ Preservation of weak SAI's under increasing transformations with applications ⋮ Increasing convex order on generalized aggregation of SAI random variables with applications ⋮ On asset allocation for a threshold model with dependent returns ⋮ On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes ⋮ On the increasing convex order of generalized aggregation of dependent random variables
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