Dependence orderings for some functionals of multivariate point processes
Let \(({\Phi},{\Psi})\) and \((\widetilde{\Phi},\widetilde{\Psi})\) be two pairs of \(k\)-variate point processes. View the first process in each pair as a collection of \(k\) counting measures, and interpret the second process as \(k\) sequences of interpoint distances. The authors find conditions under which it is possible to order functionals of \(({\Phi},{\Psi})\) and of \((\widetilde{\Phi},\widetilde{\Psi})\) with respect to the supermodular and the directionally convex stochastic orders. The main results in this paper generalize a large number of known results. As special cases, the authors describe comparisons of multivariate sums and products. Applications in queueing theory, in insurance, and in shock models are given.
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