A class of bivariate stochastic orderings, with applications in actuarial sciences
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Publication:1293810
DOI10.1016/S0167-6687(98)00036-5zbMATH Open0966.60007OpenAlexW2091025096MaRDI QIDQ1293810FDOQ1293810
Authors: Mhamed Mesfioui, Michel Denuit, Claude Lefèvre 
Publication date: 6 August 2001
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(98)00036-5
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Cites Work
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- Convex functions, partial orderings, and statistical applications
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Cited In (29)
- Stochastic orders in time transformed exponential models with applications
- Health care investment: the case of multiple sources of risk
- On higher-degree bivariate stop-loss transforms, with applications
- Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes
- Ordering scalar products with applications in financial engineering and actuarial science
- Correlated risks, bivariate utility and optimal choices
- On \(s\)-convex stochastic extrema for arithmetic risks
- Correlation aversion and bivariate stochastic dominance with respect to reference functions
- Some consequences of correlation aversion in decision science
- Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
- Background risk, bivariate risk attitudes, and optimal prevention
- A multivariate extension of the increasing convex order to compare risks
- A new family of copula-based concordance orderings of random pairs: properties and nonparametric tests
- Multivariate concave and convex stochastic dominance
- Some results on dependent random variables and a connection with the multivariate \(\mathbf s\)-increasing convex order
- Bivariate almost stochastic dominance
- New results for additive and multiplicative risk apportionment
- New properties of the orthant convex-type stochastic orders
- Laplace transform ordering of actuarial quantities.
- Risk apportionment via bivariate stochastic dominance
- Positive Dependence of Signals
- Does positive dependence between individual risks increase stop-loss premiums?
- Multivariate higher-degree stochastic increasing convexity
- Variability orders and mean differences
- Generalized increasing convex and directionally convex orders
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization
- Another look at risk apportionment
- Multidimensional inequality comparisons: a compensation perspective
- A note on multiple life premiums for dependent lifetimes
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