On the correlation order

DOI10.1016/J.SPL.2006.02.013MaRDI QIDQ2497800zbMATH OpenOpenAlexFDO

Authors Zhang Yi, Chengguo Weng

Publication date 4 August 2006

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2006.02.013

zbMATH Keywords

correlation orderNSMDPSMDsupermodular order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Order statistics; empirical distribution functions (62G30)

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Cites work

• A comparison theorem on moment inequalities between negatively associated and independent random variables
• A connection between supermodular ordering and positive/negative association.
• A further study on correlation order
• Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums
• Comparison methods for stochastic models and risks
• Comparison of order statistics between dependent and independent random variables
• Does positive dependence between individual risks increase stop-loss premiums?
• Generalized correlation order and stop-loss order
• Inequalities: theory of majorization and its applications
• Negatively superadditive dependence of random variables with applications.
• On the impact of independence of risks on stop loss premiums
• Stop-loss order for portfolios of dependent risks

Cited in

(10)

• Correlation in partially ordered sets
• A connection between supermodular ordering and positive/negative association.
• Two sufficient conditions for convex ordering on risk aggregation
• A further study on correlation order
• Generalized correlation order and stop-loss order
• Generalized semimodularity: order statistics
• Supermodular comparison of time-to-ruin random vectors
• Variability for carrier-borne epidemics and Reed-Frost models incorporating uncertainties and dependencies from susceptibles and infectives
• scientific article; zbMATH DE number 5761705 (Why is no real title available?)
• A group majorization ordering for correlation matrices

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