Stochastic comparisons for multivariate shock models

DOI10.1006/jmva.1999.1833zbMath0939.60090OpenAlexW1998174167MaRDI QIDQ1808835

Franco Pellerey

Publication date: 25 November 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1833

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (13)

Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications ⋮ Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications ⋮ New properties of the orthant convex-type stochastic orders ⋮ A new class of bivariate lifetime distributions ⋮ CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS ⋮ Preservation of positive and negative orthant dependence concepts under mixtures and applications ⋮ Dependence orderings for some functionals of multivariate point processes ⋮ Stochastic comparison of multivariate conditionally dependent mixtures ⋮ Cumulative damage and times of occurrence for a multicomponent system: a discrete time approach ⋮ On bivariate compound sums ⋮ Comonotonicity, orthant convex order and sums of random variables ⋮ Preservation of association in multivariate shock and claim models ⋮ Multivariate hazard rate orders

Cites Work

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• Remarks on a univariate shock model with some bivariate generalizations
• Stochastic comparisons for queueing models via random sums and intervals
• Partial orderings under cumulative damage shock models
• Preservation of multivariate stochastic orders under multivariate Poisson shock models
• Preservation of some partial orderings under Poisson shock models
• Polya Type Distributions of Convolutions
• Laplace ordering and its applications

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