Multivariate higher-degree stochastic increasing convexity
From MaRDI portal
Publication:501831
DOI10.1007/S10959-015-0628-6zbMath1373.60044OpenAlexW1768468347MaRDI QIDQ501831
Michel M. Denuit, M'hamed Mesfioui
Publication date: 10 January 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP2013_16_denuit_multivariate.pdf
multivariate higher-degree increasing convex orderordering of mixturesorthant convex orderparametric families of distributionsupper orthant order
Related Items (2)
New properties of the orthant convex-type stochastic orders ⋮ Efficient approximations for numbers of survivors in the Lee-Carter model
Cites Work
- Unnamed Item
- Unnamed Item
- Ordering functions of random vectors, with application to partial sums
- Parametric stochastic convexity and concavity of stochastic processes
- An introduction to copulas.
- Temporal stochastic convexity and concavity
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
- Ordering claim size distributions and mixed Poisson probabilities
- On \(s\)-convex stochastic extrema for arithmetic risks
- Stochastic comparisons of mixtures of parametric families in stochastic epidemics
- Variability of total claim amounts under dependence between claims severity and number of events
- CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
- Generalized Increasing Convex and Directionally Convex Orders
- Stochastic convexity and its applications
- Stochastic convexity for multidimensional processes and its applications
- The s-convex orders among real random variables, with applications
- Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
- Positive Dependence of Signals
- GENERALIZED STOCHASTIC CONVEXITY AND STOCHASTIC ORDERINGS OF MIXTURES
- Stochastic convexity of the Poisson mixture model
This page was built for publication: Multivariate higher-degree stochastic increasing convexity
