Dependence properties and comparison results for Lévy processes (Q2482691): Difference between revisions

@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities for stochastic models via supermodular orderings
+Normal rank
@@ Property / cites work @@
+Risk management in credit risk portfolios with correlated assets.
+Normal rank
@@ Property / cites work @@
+A monotonicity result for the workload in Markov-modulated queues
+Normal rank
@@ Property / cites work @@
+Comparison of semimartingales and Lévy processes
@@ Property / cites work: Comparison of semimartingales and Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin estimation in multivariate models with Clayton dependence structure
+Normal rank
@@ Property / cites work @@
+A connection between supermodular ordering and positive/negative association.
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Smooth generators of integral stochastic orders.
@@ Property / cites work: Smooth generators of integral stochastic orders. / rank @@
+Normal rank
@@ Property / cites work @@
+Supermodular comparison of time-to-ruin random vectors
+Normal rank
@@ Property / cites work @@
+On the dependence structure of certain multi-dimensional Ito processes and corresponding hitting times
+Normal rank
@@ Property / cites work @@
+Association of Random Variables, with Applications
+Normal rank
@@ Property / cites work @@
+Q4218908
@@ Property / cites work: Q4218908 / rank @@
+Normal rank
@@ Property / cites work @@
+Interpolation, correlation identities, and inequalities for infinitely divisible variables
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Supermodular Order and Lundberg Exponents
@@ Property / cites work: Supermodular Order and Lundberg Exponents / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of dependence of multidimensional Lévy processes using Lévy copulas
+Normal rank
@@ Property / cites work @@
+Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
+Normal rank
@@ Property / cites work @@
+Some Concepts of Dependence
@@ Property / cites work: Some Concepts of Dependence / rank @@
+Normal rank
@@ Property / cites work @@
+Interacting particle systems. With a new postface.
+Normal rank
@@ Property / cites work @@
+Some remarks on the supermodular order
@@ Property / cites work: Some remarks on the supermodular order / rank @@
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Association of infinitely divisible random vectors
+Normal rank
@@ Property / cites work @@
+Stochastic ordering and dependence in applied probability
+Normal rank