Convex orders for linear combinations of random variables
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- An inequality for convex functions involving majorization
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- Convex functions, partial orderings, and statistical applications
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- Lorenz ordering of means and medians
- Majorization and the Lorenz order: a brief introduction
- Mixed risk aversion
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- Multiply monotone functions and their Laplace transforms
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- Phase-type distributions and majorization
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Cited in
(53)- On heterogeneity in the individual model with both dependent claim occurrences and severities
- Ordering properties of extreme claim amounts from heterogeneous portfolios
- A note on the portfolio selection problem
- A note on multivariate stochastic comparisons of Bernoulli random variables
- On orderings between weighted sums of random variables
- Random Convex Combinations ofm-Generalized Order Statistics
- Sufficient conditions for ordering aggregate heterogeneous random claim amounts
- Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
- Increasing convex order of capital allocation with dependent assets under threshold model
- On stochastic comparison between aggregate claim amounts
- Ordering scalar products with applications in financial engineering and actuarial science
- Stochastic comparisons between the extreme claim amounts from two heterogeneous portfolios in the case of transmuted-G model
- Dispersive ordering-some applications and examples
- Stochastic orders of scalar products with applications
- On transform orders for largest claim amounts
- Stochastic comparisons of the smallest claim amounts from two heterogeneous portfolios following exponentiated Weibull distribution
- Ordering convolutions of heterogeneous exponential and geometric distributions revisited
- On the mean residual life order of convolutions of independent uniform random variables
- On the distance between convex-ordered random variables, with applications
- Stochastic comparisons of weighted sums of arrangement increasing random variables
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- 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
- Dispersive ordering among linear combinations of uniform random variables
- On the convolution of heterogeneous Bernoulli random variables
- Gains from diversification on convex combinations: a majorization and stochastic dominance approach
- Convex ordering of random variables and its applications in econometrics and actuarial science
- Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios
- Increasing convex order on generalized aggregation of SAI random variables with applications
- 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
- Stochastic comparisons for allocations of policy limits and deductibles with applications
- A note on relationships between some univariate stochastic orders and the corresponding joint stochastic orders
- Ordering results for individual risk model with dependent Location-Scale claim severities
- Some inequalities of linear combinations of independent random variables. II
- Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
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- Functional characterizations of bivariate weak SAI with an application
- On the convex transform and right-spread orders of smallest claim amounts
- A coupling proof of convex ordering for compound distributions
- 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
- Comonotonicity, orthant convex order and sums of random variables
- 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
- On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables
- Increasing concave orderings of linear combinations of order statistics with applications to social welfare
- Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
- Convex ordering of Pólya random variables and approximation monotonicity of Bernstein-Stancu operators
- Portfolio selection through an extremality stochastic order
- A comparison between homogeneous and heterogeneous portfolios.
- Reliability analysis of the proportional mean residual life order
- Multivariate Convex Orderings, Dependence, and Stochastic Equality
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