Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603): Difference between revisions

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+MULTIVARIATE DISPERSION ORDER AND THE NOTION OF COPULA APPLIED TO  THE MULTIVARIATE <i>t</i>-DISTRIBUTION
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+Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
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+DEPENDENCE, DISPERSIVENESS, AND MULTIVARIATE HAZARD RATE  ORDERING
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+A Multivariate Extension of Equilibrium Pricing Transforms: The Multivariate Esscher and Wang Transforms for Pricing Financial and Insurance Risks
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+Pricing of CDOs based on the multivariate Wang transform
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+An extension of the Wang transform derived from Bühlmann's economic premium principle for insurance risk
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+Ultramodular Functions
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+Stochastic Comparison of Random Vectors with a Common Copula
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+Comparisons of series and parallel systems with components sharing the same copula
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+An introduction to copulas. Properties and applications
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+Positively correlated normal variables are associated
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+Multivariate stochastic dominance with fixed dependence structure
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+Two Variability Orders
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+Stochastic orders
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+On the relationship of location-independent riskier order to the usual stochastic order
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+Comparing tail variabilities of risks by means of the excess wealth order
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+Stochastic comparisons of distorted variability measures
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+On the distortion of a copula and its margins
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