A note on multivariate stochastic comparisons of Bernoulli random variables

DOI10.1016/J.JSPI.2003.07.012MaRDI QIDQ1888867zbMATH OpenOpenAlexFDO

Authors Taizhong Hu, Lingyan Ruan

Publication date 29 November 2004

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2003.07.012

zbMATH Keywords

Bernoulli variablesMajorizationConvex orderUsual stochastic order(Symmetric) supermodular orderMultivariate usual symmetric stochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

• scientific article; zbMATH DE number 4032883 (Why is no real title available?)
• scientific article; zbMATH DE number 605729 (Why is no real title available?)
• A comparison between homogeneous and heterogeneous portfolios.
• Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals.
• Convex orders for linear combinations of random variables
• Extremal properties of sums of Bernoulli random variables.
• Generalized convex inequalities
• Inequalities for stochastic models via supermodular orderings
• Inequalities: theory of majorization and its applications
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• Stop-loss order for portfolios of dependent risks
• Supermodular ordering and stochastic annuities
• Supermodular stochastic orders and positive dependence of random vectors

Cited in

(23)

• On heterogeneity in the individual model with both dependent claim occurrences and severities
• Sufficient conditions for ordering aggregate heterogeneous random claim amounts
• Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
• On stochastic comparison between aggregate claim amounts
• Computational and analytical bounds for multivariate Bernoulli distributions
• Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
• On transform orders for largest claim amounts
• Stochastic comparisons of the smallest claim amounts from two heterogeneous portfolios following exponentiated Weibull distribution
• Comparisons of aggregate claim numbers and amounts: a study of heterogeneity
• A note on second-order stochastic dominance for linear combinations of dependent Bernoulli random variables
• CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
• On the convolution of heterogeneous Bernoulli random variables
• Ordering properties of the smallest and largest claim amounts in a general scale model
• Some new results on aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios
• Ordering results for individual risk model with dependent Location-Scale claim severities
• A new proof for monotone likelihood ratio for the sum of independent Bernoulli random variables
• On the convex transform and right-spread orders of smallest claim amounts
• On the increasing convex order of generalized aggregation of dependent random variables
• Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities
• Comparisons on aggregate risks from two sets of heterogeneous portfolios
• Ordering results for aggregate claim amounts from two heterogeneous Marshall-Olkin extended exponential portfolios and their applications in insurance analysis
• Comparing sums of exchangeable Bernoulli random variables
• Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios

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