On finite exchangeable sequences and their dependence
DOI10.1016/J.JMVA.2017.09.005zbMATH Open1403.60030OpenAlexW2755538087MaRDI QIDQ1679565FDOQ1679565
Authors: Stéphane Loisel, Sergey Utev, Claude Lefèvre 
Publication date: 9 November 2017
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://dipot.ulb.ac.be/dspace/bitstream/2013/268447/1/Elsevier_252074.pdf
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convex ordersupermodular orderfactorial series distributionhigher degreeactuarial risk modelsexchangeable indicators
Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Characterization and structure theory of statistical distributions (62E10) Exchangeability for stochastic processes (60G09)
Cites Work
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- COMPARISON OF DEPENDENCE IN FACTOR MODELS WITH APPLICATION TO CREDIT RISK PORTFOLIOS
- Inequalities for stochastic models via supermodular orderings
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- Comparison results for exchangeable credit risk portfolios
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Cited In (7)
- Positive Dependence of Exchangeable Sequences
- Markov property in discrete Schur-constant models
- Finite exchangeability, Lévy-frailty copulas and higher-order monotonic sequences
- A convolution identity for exchangeable risks
- Tail fields of partially exchangeable arrays
- Comparison results for exchangeable credit risk portfolios
- Title not available (Why is that?)
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