Two sufficient conditions for convex ordering on risk aggregation
type: Item
instance of: scholarly article
title: Two sufficient conditions for convex ordering on risk aggregation
zbMATH Open document ID: 1470.60074
DOI: 10.1155/2018/2937895
author: Dan Zhu
author: Chuancun Yin
published in: Abstract and Applied Analysis
publication date: 2018-08-30T00:00:00Z
review text: Summary: We define new stochastic orders in higher dimensions called weak correlation orders. It is shown that weak correlation orders imply stop-loss order of sums of multivariate dependent risks with the same marginals. Moreover, some properties and relations of stochastic orders are discussed.
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6929581
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2018/2937895
OpenAlex ID: W2786950955
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description: scientific article; zbMATH DE number 6929581