On the preservation of the supermodular order under multivariate claim models
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Publication:2504966
zbMath1330.62373MaRDI QIDQ2504966
Franco Pellerey, Patrizia Semeraro, Shaked, Moshe, Rosa Elvira Lillo
Publication date: 28 September 2006
Published in: Ricerche di Matematica (Search for Journal in Brave)
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)
Related Items (6)
Smooth generators of integral stochastic orders. ⋮ Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications ⋮ New properties of the orthant convex-type stochastic orders ⋮ Preservation of positive and negative orthant dependence concepts under mixtures and applications ⋮ Variability of total claim amounts under dependence between claims severity and number of events ⋮ Positive Dependence and Weak Convergence
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