Pages that link to "Item:Q1872366"
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The following pages link to Smooth generators of integral stochastic orders. (Q1872366):
Displaying 28 items.
- Model points and tail-VaR in life insurance (Q495485) (← links)
- Stochastic comparisons of multivariate mixtures (Q604364) (← links)
- How retention levels influence the variability of the total risk under reinsurance (Q839893) (← links)
- Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166) (← links)
- Comparison results for exchangeable credit risk portfolios (Q931210) (← links)
- Dependence in failure times due to environmental factors (Q1004264) (← links)
- Stochastic comparisons of multivariate mixture models (Q1026352) (← links)
- Hessian orders and multinormal distributions (Q1036796) (← links)
- A connection between supermodular ordering and positive/negative association. (Q1421866) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Fraction-degree reference dependent stochastic dominance (Q2152263) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- Efron's asymptotic monotonicity property in the Gaussian stable domain of attraction (Q2237821) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- Unreliable M/G/1 retrial queue: Monotonicity and comparability (Q2268768) (← links)
- The non-integer higher-order stochastic dominance (Q2294272) (← links)
- From regulatory life tables to stochastic mortality projections: the exponential decline model (Q2374122) (← links)
- On expected utility for financial insurance portfolios with stochastic dependencies (Q2379540) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Variability of total claim amounts under dependence between claims severity and number of events (Q2499826) (← links)
- CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS (Q3521211) (← links)
- Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
- Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering (Q5079131) (← links)
- Duality Theory and Transfers for Stochastic Order Relations (Q5251214) (← links)
- COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS (Q5450695) (← links)
- Fractional-degree expectation dependence (Q6113641) (← links)
- Nonlinear continuous semimartingales (Q6136833) (← links)
- An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings (Q6169187) (← links)
