DOI10.1214/aop/1176994668zbMath0459.62010OpenAlexW1999871445WikidataQ93679371 ScholiaQ93679371MaRDI QIDQ1152177
Andre H. Tchen
Publication date: 1980
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994668
Supermodular dependence ordering on a class of multivariate copulas,
The geometry of certain fixed marginal probability distributions,
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models,
An ordering of dependence for contingency tables,
Endogenous information acquisition in Bayesian games with strategic complementarities,
Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference,
Expected utility and the Siegel paradox: A generalization,
Optimal risk sharing with background risk,
What's so special about Euclidean distance? A characterization with applications to mobility and spatial voting,
Copula-based measurement of interdependence for discrete distributions,
Bayesian learning for a class of priors with prescribed marginals,
Bounds for order statistics based on dependent variables with given nonidentical distributions,
Classes of bidimensional priors specified on a collection of sets: Bayesian robustness,
Conditionally ordered distributions,
Supermodular stochastic orders and positive dependence of random vectors,
Metrics on permutations useful for positive dependence,
Rates of convergence of ordinal comparison for dependent discrete event dynamic systems,
On estimates of the probability of domination with fixed marginal distributions,
Ordering ambiguous acts,
Weak stochastic ordering for multidimensional Markov chains,
\(L\)-superadditive function and its integral transform that preserves Schur property,
Stop-loss order for portfolios of dependent risks,
Mutual association measures,
Perspectives of Monge properties in optimization,
On concordance measures for discrete data and dependence properties of Poisson model,
Rearrangements and sequential rank order dominance,
Optimal bounds for integrals with respect to copulas and applications,
Multivariate decisions with unknown price vector,
Monge properties, discrete convexity and applications,
A test of concordance based on Gini's mean difference,
Introduction to inequality and risk,
Ethically robust comparisons of bidimensional distributions with an ordinal attribute,
Elementary multivariate rearrangements and stochastic dominance on a Fréchet class,
Increasing interdependence of multivariate distributions,
Fear of loss, inframodularity, and transfers,
On stochastic inequalities and dependence orderings,
Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals.,
Risk management in credit risk portfolios with correlated assets.,
Ordering ruin probabilities for dependent claim streams.,
Measuring cumulative deprivation and affluence based on the diagonal dependence diagram,
A new rank correlation measure,
Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds,
A connection between supermodular ordering and positive/negative association.,
Benchmark values for higher order coefficients of relative risk aversion,
Improved rank-based dependence measures for categorical data.,
The safest dependence structure among risks.,
Special issue: supermodularity and monotonicity in economics,
Aversion to risk of regret and preference for positively skewed risks,
Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas,
The consumption-based determinants of the term structure of discount rates,
On the waiting times in queues with dependency between interarrival and service times,
Conditions for equivalence between Mallows distance and convergence to stable laws,
Detecting complete and joint mixability,
Tail dependence comparison of survival Marshall-Olkin copulas,
Current open questions in complete mixability,
Variance stochastic orders,
Decomposing bivariate dominance for social welfare comparisons,
Stochastically extremal distributions of order statistics for dependent samples,
From unidimensional to multidimensional inequality: a review,
Partial identification of functionals of the joint distribution of ``potential outcomes, On measures of association as measures of positive dependence, Polynomial bivariate copulas of degree five: characterization and some particular inequalities, A general theory of risk apportionment, A probabilistic approach to optimal quality usage, On the dependence between the extreme order statistics in the proportional hazards model, Ecological discounting, Constraints on concordance measures in bivariate discrete data, On the dependence structure of order statistics, Risk aggregation with dependence uncertainty, Flow-level performance and capacity of wireless networks with user mobility, Extreme negative dependence and risk aggregation, The measurement of rank mobility, Structural properties and stochastic bounds for a buffer problem in packetized voice transmission, Some consequences of correlation aversion in decision science, Extremal dependence concepts, Ordering risk bounds in factor models, A study on LTD and RTI positive dependence orderings, Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios, A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests, Risk excess measures induced by hemi-metrics, Multivariate concordance, On the asymptotic distribution of a general measure of monotone dependence, New results on perturbation-based copulas, Positive dependence orderings, Distributions and moments of record values in a sequence of maximally dependent random variables, Some remarks on the supermodular order, Optimal monotone signals in Bayesian persuasion mechanisms, Measurement of income mobility: a re-examination, Multivariate comonotonicity, Inverse exponential decay: stochastic fixed point equation and ARMA models, A class of bivariate stochastic orderings, with applications in actuarial sciences, On sums of two counter-monotonic risks, Supermodular ordering and stochastic annuities, On the optimal mapping of distributions, Counting the number of p\(\times q\) integer matrices more concordant than a given matrix, Some partial orderings of exchangeable random variables by positive dependence, Studying mixability with supermodular aggregating functions, Distributions and expectations of order statistics for possibly dependent random variables, Optimal transport with some directed distances, Central limit theorem and convergence to stable laws in Mallows distance, Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications, Stochastic Orderings of Convex-Type for Discrete Bivariate Risks, A Note on ‘Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options’ by Tankov (2011), LTD and RTI dependence orderings, Prudence, temperance, edginess, and risk apportionment as decreasing sensitivity to detrimental changes, Joint Mixability, Comparison of multivariate risks and positive dependence, A bayesian method for inferring the degree fo dependence for a positively quadrant dependent distribution, COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY, Tractable Relaxations of Composite Functions, General convex order on risk aggregation, Reduction of Value-at-Risk bounds via independence and variance information, Ordered random vectors and equality in distribution, A Primer on Copulas for Count Data, Parameterized transformations and truncation: when is the result a copula?, A strategy for constructing multivariate distributions, Modeling and Comparing Dependencies in Multivariate Risk Portfolios, Multidimensional Indicators of Inequality and Poverty, An optimal transport-based characterization of convex order, Supermodular and directionally convex comparison results for general factor models, Duality of the Multivariate Distributions of Marshall–Olkin Type and Tail Dependence, Marginal-frechet-bounds for multidimensional distribution functions, Slepian's inequality via the central limit theorem, Taux de résistance des tests de rang d'indépendance, Aggregating Risks with Partial Dependence Information, A Decomposition of Copulas and Its Use, Improved Fréchet Bounds and Model-Free Pricing of Multi-Asset Options, Understanding Relationships Using Copulas, Bounds on Capital Requirements For Bivariate Risk with Given Marginals and Partial Information on the Dependence, Stochastic bounds and dependence properties of survival times in a multicomponent shock model, SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE, Testing for Concordance Ordering, On higher-degree bivariate stop-loss transforms, with applications, On risk dependence and mrl ordering, Consistent risk measures for portfolio vectors, Dependence ordering for Markov processes on partially ordered spaces, A maximal inequality for skew fields, A generalization of an identity of hoeffding and some applications, Bayesian inference for contingency tables with given marginals, Variability of total claim amounts under dependence between claims severity and number of events, Comparison Results for Branching Processes in Random Environments, A class of dependent random variables and their maxima, Risk Measures for Portfolio Vectors and Allocation of Risks, Sharp bounds on the variance in randomized experiments, Validation of positive quadrant dependence, Monotonicity of Positive Dependence with Time for Stationary Reversible Markov Chains, On Dependence Properties of Random Minima and Maxima, On the properties of some nonparametric concordance measures in the discrete case, Risk reducers in convex order, Preserving the Rothschild-Stiglitz type of increasing risk with background risk, On perpetuities with light tails, COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE, Zonoids, linear dependence, and size-biased distributions on the simplex, Analytical Evaluation of Economic Risk Capital for Portfolios of Gamma Risks, A generalization of Fisher's exact test in p×q contingency tables using more concordant relations, Functions of Concordance and Dependence with Related Measures, Modelling count data via copulas, Comparison Results for Markov-Modulated Recursive Models, Two Extremal Autocorrelated Arrival Processes, Slepian’s Inequality, Modularity and Integral Orderings, Integration of Discrete-Time Correlated Markov Processes in a TDM System, On Maxima and Minima of Partial Sums of Strongly Interchangeable Random Variables, Worst VaR scenarios, Duality Theory and Transfers for Stochastic Order Relations, Numerical solutions of the mass transfer problem, Simulating dependent discrete data, Partial identification of average treatment effects on the treated through difference-in-differences, Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks, Probability and expectation inequalities, Pricing CDOs with state-dependent stochastic recovery rates