A further study on correlation order

DOI10.1007/S11766-004-0009-XMaRDI QIDQ1769569zbMATH OpenOpenAlexFDO

Authors Yi Zhang, Tong-Yu Lu

Publication date 4 April 2005

Published in Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11766-004-0009-x

zbMATH Keywords

comparison theoremconvex orderincreasing convex ordercorrelation order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10)

Recommendations

• On the correlation order
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Cites work

• A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
• A comparison theorem on moment inequalities between negatively associated and independent random variables
• Comonotonicity and maximal stop-loss premiums
• Comparison methods for stochastic models and risks
• Generalized correlation order and stop-loss order
• Negative association of random variables, with applications

Cited in

(1)

• On the correlation order

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