On finite exchangeable sequences and their dependence

DOI10.1016/J.JMVA.2017.09.005MaRDI QIDQ1679565zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convex ordersupermodular orderfactorial series distributionhigher degreeactuarial risk modelsexchangeable indicators

Mathematics Subject Classification ID

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)

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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
• scientific article; zbMATH DE number 1067316 (Why is no real title available?)

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