Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors

DOI10.1239/jap/1371648954zbMath1274.60051OpenAlexW1967397058MaRDI QIDQ5299571

Franco Pellerey, Esther Frostig, Antonio Di Crescenzo

Publication date: 26 June 2013

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1371648954

zbMATH Keywords

reliabilityincreasing convex ordersupermodular functionseries systemdirectionally convex functioncyclic queueing networkrisks portfolio

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Queueing theory (aspects of probability theory) (60K25) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items

Some results on series and parallel systems of randomized components, General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic comparisons of series and parallel systems with randomized independent components
• Comparison of increasing directionally convex transformations of random vectors with a common copula
• Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
• Monotonicity and supermodularity results for the Erlang loss system
• Stop-loss order for portfolios of dependent risks
• Monotone methods for Markovian equilibrium in dynamic economies
• Dependence properties and bounds for ruin probabilities in multivariate compound risk models
• Supermodular comparison of time-to-ruin random vectors
• Stochastic Convexity on General Space
• Inequalities for stochastic models via supermodular orderings
• An Introduction to Queueing Theory and Matrix-Analytic Methods
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
• Improving series and parallel systems through mixtures of duplicated dependent components
• Closed Queuing Systems with Exponential Servers
• Inequalities: theory of majorization and its applications