Preservation of multivariate stochastic orders under multivariate Poisson shock models

DOI10.2307/3215013MaRDI QIDQ4376519zbMATH OpenOpenAlexFDO

Authors Tityik Wong

Publication date 3 November 1998

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3215013

zbMATH Keywords

componentwise convex orderincreasing componentwise convex orderincreasing concave orderincreasing convex orderLaplace transform orderlikelihood ratio orderlower-orthant concave orderlower-orthant ordermoments ordermultivariate shock modelsnonhomogeneous Poisson processpreservation propertiesupper-orthant convex orderupper-orthant orderusual stochastic order

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cited in

(15)

• Mean residual life and increasing convex comparison of shock models
• Preservation of certain dependent structures under bivariate homogeneous Poisson shock models
• Laplace transform ordering of actuarial quantities.
• Stochastic comparisons for multivariate shock models
• Preservation of association in multivariate shock and claim models
• Multivariate hazard rate orders
• Preservation of multivariate dependence under multivariate claim models
• Dependence orderings for some functionals of multivariate point processes
• Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
• On preservation of some partial orderings under shock models
• Preservation of positive and negative orthant dependence concepts under mixtures and applications
• Preservation of some partial orderings under Poisson shock models
• Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
• PRESERVATION OF SOME NEW PARTIAL ORDERINGS UNDER POISSON AND CUMULATIVE DAMAGE SHOCK MODELS
• Bivariate shock models driven by the geometric counting process

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