On finite exchangeable sequences and their dependence

DOI10.1016/j.jmva.2017.09.005zbMath1403.60030MaRDI QIDQ1679565

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

supermodular order; convex order; factorial series distribution; higher degree; actuarial risk models; exchangeable indicators

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62P05: Applications of statistics to actuarial sciences and financial mathematics

62E10: Characterization and structure theory of statistical distributions

60G09: Exchangeability for stochastic processes

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