A class of bivariate stochastic orderings, with applications in actuarial sciences
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Cites work
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- scientific article; zbMATH DE number 605729 (Why is no real title available?)
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- Inequalities for distributions with given marginals
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- On the dependency of risks in the individual life model
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- Ordering claim size distributions and mixed Poisson probabilities
- Positive dependence orderings
- Sharpness of Fr�chet-bounds
- Some Classes of Semi-ordering Relations for Random Vectors and their Use for Comparing Covariances
- Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
- Stochastic Dominance and Expected Utility: Survey and Analysis
- Stochastic Orders Generated by Integrals: a Unified Study
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- The s-convex orders among real random variables, with applications
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Cited in
(29)- A note on multiple life premiums for dependent lifetimes
- 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
- Correlated risks, bivariate utility and optimal choices
- Ordering scalar products with applications in financial engineering and actuarial science
- On \(s\)-convex stochastic extrema for arithmetic risks
- Some consequences of correlation aversion in decision science
- Correlation aversion and bivariate stochastic dominance with respect to reference functions
- 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
- Bivariate almost stochastic dominance
- Some results on dependent random variables and a connection with the multivariate \(\mathbf s\)-increasing convex order
- New results for additive and multiplicative risk apportionment
- Laplace transform ordering of actuarial quantities.
- New properties of the orthant convex-type stochastic orders
- 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
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