scientific article
From MaRDI portal
Publication:2778807
zbMath0999.60002MaRDI QIDQ2778807
Alfred Müller, Dietrich Stoyan
Publication date: 21 March 2002
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Inequalities; stochastic orderings (60E15) Reliability, availability, maintenance, inspection in operations research (90B25) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
Related Items
A combined SDDP/Benders decomposition approach with a risk-averse surface concept for reservoir operation in long term power generation planning, Dependence uncertainty bounds for the energy score and the multivariate Gini mean difference, Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables, Single-machine scheduling to stochastically minimize maximum lateness, Resource allocation in grid computing, How retention levels influence the variability of the total risk under reinsurance, Bounds for expectations of concomitants, Reversed hazard rate order of equilibrium distributions and a related aging notion, Dual characterization of properties of risk measures on Orlicz hearts, On the inapproximability of \(M/G/K\): Why two moments of job size distribution are not enough, Robust stochastic dominance and its application to risk-averse optimization, Comparison of option prices in semimartingale models, A note on replacement policy comparisons from NBUC lifetime of the unit, Multidimensional Hermite-Hadamard inequalities and the convex order, A note on the right spread order associated with exponential distributions, Relaxations of linear programming problems with first order stochastic dominance constraints, Comparison of level-crossing times for Markov and semi-Markov processes, Ordering conditional lifetimes of coherent systems, A class of risk processes with reserve-dependent premium rate: sample path large deviations and importance sampling, Comparison of semimartingales and Lévy processes, Stochastic comparisons of weighted sums of arrangement increasing random variables, Allocations of policy limits and ordering relations for aggregate remaining claims, Comparisons on aggregate risks from two sets of heterogeneous portfolios, Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound, Learning in monotone Bayesian games, Dependence structure of sojourn times via partition separated ordering, Risk management in credit risk portfolios with correlated assets., Ordering ruin probabilities for dependent claim streams., On the interplay between variability and negative dependence for bivariate distributions., Stochastic orders of scalar products with applications, Comparison results for exchangeable credit risk portfolios, Throughput limits from the asymptotic profile of cyclic networks with state-dependent service rates, Monotonicity properties of wholesale price contracts, Some comparisons between generalized order statistics, On comonotonicity of Pareto optimal risk sharing, Worst allocations of policy limits and deductibles, Optimal reinsurance under VaR and CTE risk measures, A lower bound for the reliability function of multiple failure mode systems, A descriptive-analytic approach to MCDA: the case of correspondence analysis, Stochastic orderings for discrete random variables, An explicit solution for an optimal stopping/optimal control problem which models an asset sale, Some new stochastic comparisons for redundancy allocations in series and parallel systems, Optimization with multivariate stochastic dominance constraints, On efficient WOWA optimization for decision support under risk, An algorithm for stochastic programs with first-order dominance constraints induced by linear recourse, Stochastic inequalities for \(M/G/1\) retrial queues with vacations and constant retrial policy, Some stochastic comparisons in series systems with active redundancy, Ordering properties of convolutions of heterogeneous Erlang and Pascal random variables, Asset proportions in optimal portfolios with dependent default risks, Beneficial changes in dependence structures and two-moment decision models, Stochastic relations of random variables and processes, From Archimedean to Liouville copulas, An algorithm approach to bounding aggregations of multidimensional Markov chains, Some new results on convolutions of heterogeneous gamma random variables, Good news and bad news in two-armed bandits, On the approximation of convex functions by Bernstein-type operators, Risk measurement in the presence of background risk, Zero-sum risk-sensitive stochastic games, A study on LTD and RTI positive dependence orderings, On stochastic orders of absolute value of order statistics in symmetric distributions, Evaluating a warm standby system with components having proportional hazard rates, Modelling two way contingency tables with recursive logits and odds ratios, Dependence in failure times due to environmental factors, On the relationship of location-independent riskier order to the usual stochastic order, Likelihood ratio order of the second order statistic from independent heterogeneous exponential random variables, Loss bounds for a finite-capacity queue based on interval-wise traffic observation, Stochastic comparison and monotonicity of inactive record values, On representations of 2-increasing binary aggregation functions, Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization, Optimal reinsurance and investment with unobservable claim size and intensity, Stochastic comparisons of multivariate frailty models, Multivariate dependence of spacings of generalized order statistics, On rankings and top choices in random utility models with dependent utilities, Risk neutral and risk averse power optimization in electricity networks with dispersed generation, Characterizations of exponentiality within the HNBUE class and related tests, On the discrete-time compound renewal risk model with dependence, To split or not to split: Capital allocation with convex risk measures, A note on convolutions of compound geometric distributions, The simplex dispersion ordering and its application to the evaluation of human corneal endothelia, Visibility in the Boolean model, Optimal allocation of policy limits and deductibles under distortion risk measures, A general multidimensional Hermite-Hadamard type inequality, Stochastic comparisons of multivariate mixture models, Mean residual life order of convolutions of heterogeneous exponential random variables, Risk preference modeling with conditional average: An application to portfolio optimization, Inequality measures and equitable locations, Retail service for mixed retail and e-tail channels, Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data, Hessian orders and multinormal distributions, Association of progressively type-II censored order statistics, On the construction of optimal payoffs, Idempotent version of the Fréchet contingency array problem, On hazard rate ordering of the sums of heterogeneous geometric random variables, Uniform estimate for maximum of randomly weighted sums with applications to ruin theory, A coupling proof of convex ordering for compound distributions, On sums of two counter-monotonic risks, On the increasing convex order of generalized aggregation of dependent random variables, Ruin-based risk measures in discrete-time risk models, Stochastic comparisons of the smallest and largest claim amounts with location-scale claim severities, Optimal stopping behavior of equity-linked investment products with regime switching, Likelihood ratio and dispersive orders for smallest order statistics and smallest claim amounts from heterogeneous Weibull sample, Testing for stochastic dominance using the weighted McFadden-type statistic, Stochastic orderings for elliptical random vectors, A new proof for the peakedness of linear combinations of random variables, Endogenous information acquisition in Bayesian games with strategic complementarities, Optimal control of a multiclass queueing system when customers can change types, Learning functions and approximate Bayesian computation design: ABCD, Testing for multivariate volatility functions using minimum volume sets and inverse regression, Stochastic comparisons of order statistics from scaled and interdependent random variables, Relative stochastic comparisons of additive frailty models, Variability ordering of multiplicative frailty models, Bi-objective multi-mode project scheduling under risk aversion, Ordering Gini indexes of multivariate elliptical risks, A multivariate extension of the increasing convex order to compare risks, Risk aversion in multistage stochastic programming: a modeling and algorithmic perspective, Ambiguity in risk preferences in robust stochastic optimization, Joint weak hazard rate order under non-symmetric copulas, Distribution-robust single-period inventory control problem with multiple unreliable suppliers, On sufficient conditions for mean residual life and related orders, Vector-valued tail value-at-risk and capital allocation, Continuous-time block-monotone Markov chains and their block-augmented truncations, Stochastic orderings of convolution residuals, Optimization with a class of multivariate integral stochastic order constraints, Stochastic comparisons of multivariate mixtures, Nonparametric two-sample tests for increasing convex order, Stochastic comparisons for the number of working components of a system in random environment, The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims, A new method for bounding the distance between sums of independent integer-valued random variables, On Markov-Krein characterization of the mean waiting time in \(M/G/K\) and other queueing systems, Revisiting queueing output processes: a point process viewpoint, On sample ranges from two sets of heterogenous random variables, Stochastic comparisons of order statistics and their concomitants, Channel incentives in sharing new product demand information and robust contracts, The mass transfer approach to multivariate discrete first order stochastic dominance: direct proof and implications, Stochastic comparisons of series and parallel systems with randomized independent components, A note on second-order stochastic dominance constraints induced by mixed-integer linear recourse, A study of the effect of kurtosis on discriminant analysis under elliptical populations, Comparison of increasing directionally convex transformations of random vectors with a common copula, Log-linear dynamics and local potential, New results on stochastic comparisons of two-component series and parallel systems, The optimal allocation of active redundancies to \(k\)-out-of-\(n\) systems with respect to hazard rate ordering, Ambiguous beliefs and mechanism design, A study on the transitivity of probabilistic and fuzzy relations, A note on active redundancy allocations in \(k\)-out-of-\(n\) systems, Sample average approximation of stochastic dominance constrained programs, Possibility distributions: a unified representation of usual direct-probability-based parameter estimation methods, On a system of nonhomogeneous components sharing a common frailty, Stochastic properties of conditionally independent mixture models, Introduction to inequality and risk, Elementary multivariate rearrangements and stochastic dominance on a Fréchet class, Increasing interdependence of multivariate distributions, Fear of loss, inframodularity, and transfers, Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse, Dispersive ordering of fail-safe systems with heterogeneous exponential components, Conditionally stochastic domination of generalized order statistics from two samples, Stochastic comparisons of stratified sampling techniques for some Monte Carlo estimators, Approximation algorithms for supply chain planning and logistics problems with market choice, Necessary and sufficient conditions for strong comparability of multicomponent systems, Limiting size index distributions for ball-bin models with Zipf-type frequencies, On the maxima of heterogeneous gamma variables with different shape and scale parameters, Convex extrema for nonincreasing discrete distributions: effects of convexity constraints, Efficiency of simulation in monotone hyper-stable queueing networks, Applications of conditional comonotonicity to some optimization problems, TVaR-based capital allocation with copulas, Comparing tail variabilities of risks by means of the excess wealth order, De Finetti's optimal dividends problem with an affine penalty function at ruin, Ordering properties of order statistics from random variables of Archimedean copulas with applications, Heavy-traffic limits for nearly deterministic queues: Stationary distributions, Convex ordering criteria for Lévy processes, Stationary-excess operator and convex stochastic orders, Upper comonotonicity and convex upper bounds for sums of random variables, Multivariate utility maximization with proportional transaction costs, Random variables, monotone relations, and convex analysis, Detecting complete and joint mixability, Pareto efficiency for the concave order and multivariate comonotonicity, Current open questions in complete mixability, Testing variability orderings by using Gini's mean differences, The optimal insurance under disappointment theories, Model points and tail-VaR in life insurance, On the convex transform and right-spread orders of smallest claim amounts, Convex ordering for insurance preferences, Methods and algorithms to test the Hausdorff and simplex dispersion orders with an R package, A note on Slepian's inequality based on majorization, A residual inaccuracy measure based on the relevation transform, Modified proportional hazard rates and proportional reversed hazard rates models via Marshall-Olkin distribution and some stochastic comparisons, Networks of biosensors: decentralized activation and social learning, Moment inequalities for HNBRUE with hypothesis testing application, A test for the bidirectional stochastic order with an application to quality control theory, Stochastic comparisons for rooted butterfly networks and tree networks, with random environments, On optimal allocation of redundant components for series and parallel systems of two dependent components, Stochastic comparisons of order statistics from gamma distributions, Dependence structures of multivariate Bernoulli random vectors, Additive factors and stages of mental processes in task networks, Isotonicity properties of generalized quantiles, Comparisons of concordance in additive models, Excess wealth order and sample spacings, Comparison of risks based on the expected proportional shortfall, Optimal pricing for a \(\mathrm{GI}/\mathrm{M}/k/N\) queue with several customer types and holding costs, Random migration processes between two stochastic epidemic centers, Dual representation of convex sets of probability measures on totally bounded spaces, Finding efficient and environmentally friendly paths for risk-averse freight carriers, Optimal control of a single server in a finite-population queueing network, Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics, The directional optimal transport, Bayesian optimal investment and reinsurance with dependent financial and insurance risks, A newsvendor problem with markup pricing in the presence of within-period price fluctuations, Stochastic representation of FGM copulas using multivariate Bernoulli random variables, Multi-stage portfolio selection problem with dynamic stochastic dominance constraints, The overflow probability asymptotics in a single-class retrial system with general retrieve time, On the randomized Schmitter problem, Fraction-degree reference dependent stochastic dominance, Two reliability acceptance sampling plans for items subject to Wiener process of degradation, Proportional reversed hazard rates weighted frailty model, Stochastic comparisons of series-parallel and parallel-series systems with dependence between components and also of subsystems, Extensions of the generalized Pólya process, Application of weighted and unordered majorization orders in comparisons of parallel systems with exponentiated generalized gamma components, A correspondence between voting procedures and stochastic orderings, Stochastic comparisons of series and parallel systems with dependent heterogeneous extended exponential components under Archimedean copula, A simple proof of strong duality in the linear persuasion problem, Linear orderings of the scale mixtures of the multivariate skew-normal distribution, A modified version of stochastic dominance involving dependence, An incremental bundle method for portfolio selection problem under second-order stochastic dominance, Comparison of partition functions in a space-time random environment, Conditional properties of a random sample given an order statistic, The infinite extendibility problem for exchangeable real-valued random vectors, Dynamic speed scaling minimizing expected energy consumption for real-time tasks, Tail asymptotics for the \(M_1,M_2/G_1,G_2/1\) retrial queue with non-preemptive priority, Ordering results for elliptical distributions with applications to risk bounds, The family of alpha,[a,b stochastic orders: risk vs. expected value], Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications, Minimizing spectral risk measures applied to Markov decision processes, Stochastic comparisons and ageing properties of residual lifetime mixture models, Scenario-based risk evaluation, An almost robust model for minimizing disruption exposures in supply systems, Sufficient conditions for some transform orders based on the quantile density ratio, Orderings of the smallest claim amounts from exponentiated location-scale models, On stochastic comparisons of finite \(\alpha \)-mixture models, Insensitive bounds for the stationary distribution of a single server retrial queue with server subject to active breakdowns, Ranking star-shaped valued mappings with respect to shape variability, A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks, Stochastically weighted stochastic dominance concepts with an application in capital budgeting, Decision making with imprecise probabilities and utilities by means of statistical preference and stochastic dominance, Preservation of ageing classes in deterioration models with independent increments, MRL order, log-concavity and an application to peacocks, Some new results on multivariate dispersive ordering of generalized order statistics, Some remarks on \(L^p\) dispersion orderings, A new family of dispersive orderings, Unreliable M/G/1 retrial queue: Monotonicity and comparability, Flow-level performance and capacity of wireless networks with user mobility, Likelihood ratio ordering of convolutions of heterogeneous exponential and geometric random variables, Risk aversion for an electricity retailer with second-order stochastic dominance constraints, Optimal allocation of active redundancies in \(r\)-out-of-\(n\) systems, Dual utilities on risk aggregation under dependence uncertainty, Risk processes with shot noise Cox claim number process and reserve dependent premium rate, A new proof of Cheung's characterization of comonotonicity, Stochastic comparisons for allocations of policy limits and deductibles with applications, Stochastic comparisons of distorted variability measures, Optimal sensor scheduling for station-keeping in denied environments, Ordering risk bounds in factor models, Can commodities dominate stock and bond portfolios?, Negative ageing properties for counting processes arising in virtual age models, Single machine scheduling with stochastically dependent times, Mean residual life processes and associated submartingales, The bivariate lack-of-memory distributions, The Hermite-Hadamard inequality in higher dimensions, A family of weighted distributions based on the mean inactivity time and cumulative past entropies, Concave distortion risk minimizing reinsurance design under adverse selection, On a new class of multivariate prior distributions: theory and application in reliability, Algorithms for the upper bound mean waiting time in the \(\mathrm{GI}/\mathrm{GI}/1\) queue, The secretary problem with multiple job vacancies and batch candidate arrivals, Stochastic dominance and the bijective ratio of online algorithms, Sklar's theorem, copula products, and ordering results in factor models, On generalized orderings and ageing classes for residual life and inactivity time at random time, Stage-\(t\) scenario dominance for risk-averse multi-stage stochastic mixed-integer programs, Interval-based stochastic dominance: theoretical framework and application to portfolio choices, On degradation-based imperfect repair and induced generalized renewal processes, On the role of dependence in residual lifetimes, Hardy's inequality and its descendants: a probability approach, A Becker-Tomes model with investment risk, Baire category results for stochastic orders, Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios, Multivariate winning probabilities, \( G\)-expectation approach to stochastic ordering, Fair optimization and networks: a survey, Log-concavity for Bernstein-type operators using stochastic orders, Relations between the spectral measures and dependence of MEV distributions, A generalized backward scheme for solving nonmonotonic stochastic recursions, A new life of Pearson's skewness, Minimal representation of insurance prices, On multivariate extensions of the conditional value-at-risk measure, Comparison of conditional distributions in portfolios of dependent risks, Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications, The inactivity time of exchangeable components of \(k\)-out-of-\(n\) structures, A generalisation of the fractional Brownian field based on non-Euclidean norms, A stochastic order for interval valued random mappings and applications, On aggregation sets and lower-convex sets, A discrete probability distribution and some applications, Decision-making from a risk assessment perspective for corporate mergers and acquisitions, On allocation of redundant components for systems with dependent components, Optimal transport with some directed distances, Likelihood ratio orderings of spacings of heterogeneous exponential random variables, Dependence properties and bounds for ruin probabilities in multivariate compound risk models, Optimal allocation of policy deductibles for exchangeable risks, A bivariate failure time model with random shocks and mixed effects, On the unimodality of the likelihood ratio with applications, Laplace transform ordering of time to failure in age replacement models, Stochastic comparison for Lévy-type processes, A general family of univariate stochastic orders, Moment inequalities derived from comparing life with its equilibrium form, A semidefinite optimization approach to the steady-state analysis of queueing systems, Rearrangement inequalities in non-convex insurance models, Supermodular comparison of time-to-ruin random vectors, A preorder relation for Markov reward processes, Stochastic comparisons and properties of conditional generalized order statistics, Characterization of MRL order of fail-safe systems with heterogeneous exponential components, On bending (down and up) property of reliability measures in mixtures, On the comparison of relative spacings with applications, A contamination model for the stochastic order, Aspects of optimization with stochastic dominance, Stochastic orders and multivariate measures of risk contagion, Modality for scenario analysis and maximum likelihood allocation, On the restrictiveness of the usual stochastic order and the likelihood ratio order, Ordering ambiguous acts, How risky is a random process?, Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains, Asymptotic multivariate dominance: a financial application, Joint stochastic orders of high degrees and their applications in portfolio selections, Weak decreasing stochastic order, Multivariate dependence among cyber risks based on \(L\)-hop propagation, Comparisons of policies based on relevation and replacement by a new one unit in reliability, Detection of arbitrage opportunities in multi-asset derivatives markets, Systemic risk: conditional distortion risk measures, The conditional spacings and their stochastic properties, Analyzing randomized search heuristics via stochastic domination, On a family of risk measures based on largest claims, Collective risk models with dependence, Characterizations of risk aversion in cumulative prospect theory, On stochastic comparison between aggregate claim amounts, On the invariant properties of notions of positive dependence and copulas under increasing transformations, Optimal reinsurance with positively dependent risks, Extreme value behavior of aggregate dependent risks, Comparison and bounds for functionals of future lifetimes consistent with life tables, Alternate risk measures for emergency medical service system design, Stochastic comparisons of mixtures of parametric families in stochastic epidemics, A note on the stochastic properties of a scale change random effects model, Comparisons of stationary distributions of linear models, On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables, Portfolio selection through an extremality stochastic order, On the \(L_p\)-metric between a probability distribution and its distortion, Optimal insurance under multiple sources of risk with positive dependence, Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures, On the measure and the estimation of evenness and diversity, A note on the family of extremality stochastic orders, Properties and calculation of multivariate risk measures: MVaR and MCVaR, A note on allocation of portfolio shares of random assets with Archimedean copula, On maximum order statistics from heterogeneous geometric variables, Some preservation results of NBUC aging property with applications, Multivariate Lorenz dominance based on zonoids, Error bounds for state space truncation of finite Jackson networks, Optimal allocation of policy limits and deductibles, Analyzing weighted round robin policies with a stochastic comparison approach, Opportunistic maintenance for multi-component shock models, Negative dependence in frailty models, Conditional orderings and positive dependence, On optimality of extremal schemes in progressive type II censoring, Systems with weighted components, Inequalities for expected extreme order statistics, Ordering optimal proportions in the asset allocation problem with dependent default risks, Multivariate risk model of phase type, Dependence orderings for some functionals of multivariate point processes, On deviation measures in stochastic integer programming, On risk dependence and mrl ordering, Stochastic ordering of bivariate elliptical distributions, Consistent risk measures for portfolio vectors, On the first time of ruin in the bivariate compound Poisson model, Ruin probabilities in the discrete time renewal risk model, Total positivity order and the normal distribution, Supermodular functions on finite lattices, On the correlation order, An indexed multivariate dispersion ordering based on the Hausdorff distance, Stochastic comparisons in frailty models, Variability of total claim amounts under dependence between claims severity and number of events, Mum, why do you keep on growing? Impacts of environmental variability on optimal growth and reproduction allocation strategies of annual plants, Inverse stochastic dominance constraints and rank dependent expected utility theory, Stochastic orders and risk measures: consistency and bounds, Optimal portfolio problem with unknown dependency structure, Stochastic orders and aging notions based upon the moment generating function order: theory, Mathematical modeling in biological populations through branching processes. application to salmonid populations, Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order, Inverse portfolio problem with mean-deviation model, The distribution-free newsboy problem under the worst-case and best-case scenarios, Risk reducers in convex order, Sufficient conditions for ordering aggregate heterogeneous random claim amounts, Monotonicity and positive invariance of linear systems over dioids, On Hipp's compound Poisson approximations via concentration functions, Some notions of multivariate positive dependence, Worst VaR scenarios, Some positive dependence stochastic orders, Stochastic comparisons of \(m\)-spacings, On the optimal allocation of two active redundancies in a two-component series system, OPTIMALITY OF TRUNK RESERVATION FOR AN M/M/K/N QUEUE WITH SEVERAL CUSTOMER TYPES AND HOLDING COSTS, Preservation of stochastic orders for random minima and maxima, with applications, Stochastic scheduling subject to machine breakdowns: The preemptive-repeat model with discounted reward and other criteria, Stochastic Comparison of Residual Life and Inactivity Time at a Random Time, NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER, THE IMPACTS OF CUSTOMERS’ DELAY-RISK SENSITIVITIES ON A QUEUE WITH BALKING, Stochastic comparisons of sample spacings in single- and multiple-outlier exponential models, Improved Ordering Results for Fail-Safe Systems with Exponential Components, Joint Mixability, Calibration to American options: numerical investigation of the de-Americanization method, Univariate and multivariate stochastic orderings of residual lifetimes of live components in sequential (𝑛-𝑟+ 1)-out-of-𝑛 systems, Bundled Payments For Healthcare Services: Proposer Selection and Information Sharing, Supplier Evaluation and Selection Based on Stochastic Dominance: A Quality-Based Approach, Comparison Results for GARCH Processes, The DFR Property for Counting Processes Stopped at an Independent Random Time, A branch-and-bound method for multistage stochastic integer programs with risk objectives, Reducing degradation and age of items in imperfect repair modeling, Maximal Inequalities for Dependent Random Variables, Primal-Dual Algorithms for Optimization with Stochastic Dominance, Optimization with Multivariate Stochastic Dominance Constraints, A new stochastic dominance criterion for dependent random variables with applications, Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints, Basis risk management and randomly scaled uncertainty, Bounds for the renewal function and related quantities, Multivariate risk processes with interacting intensities, Partial Ordering and Aging Properties of Order Statistics When the Sample Size is Random: A Brief Review, Comparison theorems for stochastic chemical reaction networks, Stochastic Optimization of Electricity Portfolios: Scenario Tree Modeling and Risk Management, Stochastic comparisons of spacings of record values from one or two sample sequences, Dependence Structure of Spacings of Order Statistics, On a new positive dependence concept based on the conditional mean inactivity time order, Some New Results on Likelihood Ratio Orderings for Spacings of Heterogeneous Exponential Random Variables, Impact of Routeing on Correlation Strength in Stationary Queueing Network Processes, Probabilistic Analysis of Online Bin Coloring Algorithms Via Stochastic Comparison, Stochastic Bounds for Partially Generated Markov Chains: An Algebraic Approach, Stochastic Bounds for Two-Layer Loss Systems, Characterizations of Aging Classes in Terms of Spacings Between Record Values, Dependence in Lag for Markov Chains on Partially Ordered State Spaces with Applications to Degradable Networks, On the extension of signature-based representations for coherent systems with dependent non-exchangeable components, ON STOCHASTIC AND AGING PROPERTIES OF GENERALIZED ORDER STATISTICS, ACTIVE REDUNDANCY ALLOCATIONS IN SERIES SYSTEMS, Inverse Stochastic Dominance, Majorization, and Mean Order Statistics, Risk Aversion in Two-Stage Stochastic Integer Programming, Portfolio Optimization with Risk Control by Stochastic Dominance Constraints, Ordering New Conditional Residual Lifetimes ofk-out-of-nSystems, On the Allocation of Redundancies in Series and Parallel Systems, Discrete-Time Risk Processes with After-Effects and Association, Processes with Block-Associated Increments, EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES, A Unified Approach to Ordering Comparison of GPS Distributions with their Mixtures, Stochastic ordering of classical discrete distributions, ORDERING CONVOLUTIONS OF HETEROGENEOUS EXPONENTIAL AND GEOMETRIC DISTRIBUTIONS REVISITED, UNIVARIATE AND MULTIVARIATE LIKELIHOOD RATIO ORDERING OF GENERALIZED ORDER STATISTICS AND ASSOCIATED CONDITIONAL VARIABLES, Distorted Copulas: Constructions and Tail Dependence, Stochastic Orderings of Order Statistics of Independent Random Variables with Different Scale Parameters, Likelihood Ratio Order ofm-Spacings in Multiple-Outlier Models, Stochastic Analysis of an M/G/1 Retrial Queue with FCFS, Risk Measures for Portfolio Vectors and Allocation of Risks, ORDERING p-SPACINGS OF GENERALIZED ORDER STATISTICS REVISITED, STOCHASTIC ORDER OF SAMPLE RANGE FROM HETEROGENEOUS EXPONENTIAL RANDOM VARIABLES, Some New Results on the Moment Generating Function Order and Related Life Distributions, Two-Stage Optimization Problems with Multivariate Stochastic Order Constraints, A class of two-sex branching processes with reproduction phase in a random environment, A Generalization of the Lundberg Condition in the Sparre Andersen Model and Some Applications, Optimal learning with non-Gaussian rewards, The distribution-free newsboy problem and the demand skew, Bounds for the Distance Between the Distributions of Sums of Absolutely Continuous i.i.d. Convex-Ordered Random Variables with Applications, Empirical Dynamic Programming, Multivariate Excess Wealth Ordering of Generalized Order Statistics, Monotonicity properties and the deficit at ruin in the Sparre Andersen model, A STOCHASTIC ORDERING FOR RANDOM VARIABLES WITH APPLICATIONS, Stochastic Comparison on General Inactivity Time and General Residual Life ofk-Out-of-nSystems, ON DUAL APPROACHES TO EFFICIENT OPTIMIZATION OF LP COMPUTABLE RISK MEASURES FOR PORTFOLIO SELECTION, On the Mixture of Proportional Odds Models, Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles, Life Distributions: A Brief Discussion, Dependence Structure of a Class of Symmetric Distributions, Complexity and Optimality of the Best Response Algorithm in Random Potential Games, Orderings and Probability Functionals Consistent with Preferences, Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions, Directionally convex ordering of random measures, shot noise fields, and some applications to wireless communications, STOCHASTIC ORDERING OF A CLASS OF SYMMETRIC DISTRIBUTIONS, Some properties of distortion risk measures, Right Spread Order of the Second-Order Statistic from Heterogeneous Exponential Random Variables, REVISITING MULTIVARIATE LIKELIHOOD RATIO ORDERING RESULTS FOR ORDER STATISTICS, ON PARALLEL SYSTEMS WITH HETEROGENEOUS GAMMA COMPONENTS, Conditionalk-out-of-nsystems with a cold standby component, An Alternative Condition for Stochastic Domination, Slepian’s Inequality, Modularity and Integral Orderings, Comparisons and asymptotics for empty space hazard functions of germ-grain models, Multivariate Concave and Convex Stochastic Dominance, On the asymptotics of fault probability in least-recently-used caching with Zipf-type request distribution, PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS, Further results for parallel systems with two heterogeneous exponential components, Dependence and Uniqueness in Bayesian Games, On Deviation Measures in Stochastic Integer Programming, Bounds for sums of random variables when the marginal distributions and the variance of the sum are given, Distributed user profiling via spectral methods, Pricing CDOs with state-dependent stochastic recovery rates, Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments, Smooth generators of integral stochastic orders., VaR bounds in models with partial dependence information on subgroups, On capital allocation for stochastic arrangement increasing actuarial risks, Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models, Expectiles, omega ratios and stochastic ordering, Arrangement increasing resource allocation, Some counterexamples in positive dependence, Stochastic dominance with imprecise information, Reverse auctions with regret-anticipated bidders, A stochastic order for the analysis of investments affected by the time value of money, Making classifier performance comparisons when ROC curves intersect, Multiple stopping time POMDPs: structural results \& application in interactive advertising on social media, Copula-based measurement of interdependence for discrete distributions, Reverse sensitivity testing: what does it take to break the model?, Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components, Optimal insurance design under background risk with dependence, Evaluating the quality of online optimization algorithms by discrete event simulation, Peakedness and convex ordering for elliptically contoured random fields, Cone distribution functions and quantiles for multivariate random variables, Weighted sampling without replacement, Sklar's theorem in an imprecise setting, On finite exchangeable sequences and their dependence, Some comparison results for finite-time ruin probabilities in the classical risk model, Time traps in supply chains: is optimal still good enough?, Capturing preferences for inequality aversion in decision support, Stochastic comparisons of symmetric sampling designs, Global dependence stochastic orders, Book review of: F. Belzunce et al., An introduction to stochastic orders, Preservation of weak stochastic arrangement increasing under fixed time left-censoring, Stochastic dominance representation of optimistic belief: theory and applications, Aging properties of the lifetime in simple additive degradation models, Exchanges and measures of risks, Inventory pooling with environmental constraints using copulas, Integrated quantile functions: properties and applications, Dependent risk models with Archimedean copulas: a computational strategy based on common mixtures and applications, Stochastic orders and co-risk measures under positive dependence, Pre-positioning of relief inventories for non-profit organizations: a newsvendor approach, Robust multicriteria risk-averse stochastic programming models, Robust comparative statics for non-monotone shocks in large aggregative games, On joint weak reversed hazard rate order under symmetric copulas, Portfolio selection strategy for fixed income markets with immunization on average, Improved Fréchet-Hoeffding bounds on \(d\)-copulas and applications in model-free finance, Stochastic comparisons of order statistics and spacings: a review, Stochastic orders to approach investments in condor financial derivatives, Ordering results for order statistics from two heterogeneous Marshall-Olkin generalized exponential distributions, On the convergence of truncated processes of multiserver retrial queues, A connection between supermodular ordering and positive/negative association., Order relations of measures when avoiding decreasing sets., A stochastic order for random vectors and random sets based on the Aumann expectation., First-order dominance: stronger characterization and a bivariate checking algorithm, Reliability analysis of the proportional mean residual life order, Further results on dynamic additive hazard rate model, Increasing mean inactivity time ordering: a quantile approach, Further developments on sufficient conditions for negative dependence of random variables., Timing portfolio strategies with exponential Lévy processes, Lift expectations of random sets, Stochastic comparisons on two finite mixture models, Development on the mean inactivity time order with applications, On the use of conditional expectation in portfolio selection problems, Modeling stochastic dominance as infinite-dimensional constraint systems via the Strassen theorem, The total time on test transform and the decreasing percentile residual life aging notion, Further results on closure properties of LPQE order, Combination of mean residual life order with reliability applications, Two-stage absolute semi-deviation mean-risk stochastic programming: an application to the supply chain replenishment problem, Decomposing bivariate dominance for social welfare comparisons, From unidimensional to multidimensional inequality: a review, Stochastic comparisons of imperfect maintenance models for a gamma deteriorating system, Bounded size biased couplings, log concave distributions and concentration of measure for occupancy models, Models for the assessment of treatment improvement: the ideal and the feasible, Robust decision making using a general utility set, Cost reduction through operations reversal, On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes, Distributional compatibility for change of measures, Peacocks nearby: approximating sequences of measures, Risk-averse two-stage stochastic programming with an application to disaster management, A further study on correlation order, Some stochastic orders of Kotz-type distributions, Stochastic comparison of multivariate conditionally dependent mixtures, Reducing risk by merging counter-monotonic risks, Simple probability models for project contracting, Supermodular ordering of Poisson arrays, Archimedean copulae and positive dependence, A note on stochastic comparisons of generalized order statistics, Generalized modified inverse Weibull distribution: its properties and applications, On the unit Burr-XII distribution with the quantile regression modeling and applications, On the distribution-free newsboy problem with some non-skewed demands, On likelihood ratio ordering of parallel system with two exponential components, Monotonicity of base stock policies, Second order of stochastic dominance efficiency vs mean variance efficiency, Comparing inequality and mobility in linear models, Systemic risk and copula models, On the impact of conditional expectation estimators in portfolio theory, Extremal dependence concepts, Expectile depth: theory and computation for bivariate datasets, Imprecise stochastic orders and fuzzy rankings, Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes, Stochastic ordering by \(g\)-expectations, Optimal risk allocation in reinsurance networks, Exact distributional analysis of online algorithms with lookahead, Extremal \(GI/GI/1\) queues given two moments: exploiting Tchebycheff systems, On the Heavy-Tail Behavior of the Distributionally Robust Newsvendor, Marginal and Dependence Uncertainty: Bounds, Optimal Transport, and Sharpness, Stochastic comparisons of finite mixture models with generalized Lehmann distributed components, ORDERINGS OF FINITE MIXTURE MODELS WITH LOCATION-SCALE DISTRIBUTED COMPONENTS, Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims, FURTHER RESULTS ON STOCHASTIC ORDERINGS AND AGING CLASSES IN SYSTEMS WITH AGE REPLACEMENT, ORDERING RESULTS ON EXTREMES OF EXPONENTIATED LOCATION-SCALE MODELS, ON THE RESIDUAL AND PAST LIFETIMES OF COHERENT SYSTEMS UNDER RANDOM MONITORING, RESIDUAL STOCHASTIC PRECEDENCE ORDER, COMPARISONS ON LARGEST ORDER STATISTICS FROM HETEROGENEOUS GAMMA SAMPLES, ON EXTROPY PROPERTIES OF MIXED SYSTEMS, Dispersion and variability orders of mixture exponential distributions and their sample spacings, and some associated characterizations, Technical Note—Ranking Distributions When Only Means and Variances Are Known, Further properties of fractional stochastic dominance, Comparison of multivariate risks and positive dependence, ON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTY, COLLECTIVE RISK MODELS WITH DEPENDENCE UNCERTAINTY, On Redundancy Allocation to Series and Parallel Systems of Two Components, Further results on residual life and inactivity time at random time, Exponentiated models preserve stochastic orderings of parallel and series systems, Ordering results for series and parallel systems comprising heterogeneous exponentiated Weibull components, Comparisons between parallel systems with exponentiated generalized gamma components, Two sensitivity orders applied to the comparison of ROC curves, Comparisons of series and parallel systems with heterogeneous exponentiated geometric components, Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering, Orderings of extremes dependent modified proportional hazard and modified proportional reversed hazard variables under Archimedean copula, Inactivity stochastic precedence order, New results on stochastic comparisons of finite mixtures for some families of distributions, Stochastic Bounds and Histograms for Active Queues Management and Networks Analysis, On nonparametric test for the residual probability order, General convex order on risk aggregation, On a risk measure inspired from the ruin probability and the expected deficit at ruin, Ordering properties of the smallest and largest claim amounts in a general scale model, Premiums and reserves, adjusted by distortions, A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking, A count-based nonparametric test on strict bivariate Stochastic arrangement increasing property, Ordering fail-safe systems having dependent components with Archimedean copula and exponentiated location-scale distributions, Stochastic comparisons and ageing properties of RLRT (ITRT) based on variance residual life, Usual stochastic and reversed hazard orders of parallel systems with independent heterogeneous components, Stochastic Dominance Constraints in Elastic Shape Optimization, Ordering the largest claim amounts and ranges from two sets of heterogeneous portfolios, Lower and upper bounds for survival functions of the smallest and largest claim amounts in layer coverages, Optimization with Reference-Based Robust Preference Constraints, Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios, Some new results on stochastic comparisons of coherent systems using signatures, Risk Aversion in Regulatory Capital Principles, Some results on dependent random variables and a connection with the multivariate s-increasing convex order, Trend-transformed independent vectors: construction and stochastic comparison results, Stochastic comparisons on sample extremes from independent or dependent gamma samples, Recruitment and survival time under mean residual lifetime bias sampling, Unnamed Item, Risk Management with Stochastic Dominance Models in Energy Systems with Dispersed Generation, Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components, Process Flexibility for Multiperiod Production Systems, A note on stochastic dominance, uniform integrability and lattice properties, Guaranteed Bounds for General Nondiscrete Multistage Risk-Averse Stochastic Optimization Programs, Usual and stochastic tail orders between hitting times for two Markov chains, DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS, Stochastic Comparisons between the Extreme Claim Amounts from Two Heterogeneous Portfolios in the Case of Transmuted-G Model, Ordering results on extremes of scaled random variables with dependence and proportional hazards, Some results on residual life and inactivity time at random time, Stochastic properties of generalized finite mixture models with dependent components, Ordering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance Analysis, A unified approach to stochastic comparisons of multivariate mixture models, SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION, A Copula‐Based Non‐parametric Measure of Regression Dependence, Properties of some stochastic orders: A unified study, Change-point models and conditionally pure birth processes: an inequality on the stochastic intensity, Properties of classes of life distribution based on the conditional variance, Local conditions for the stochastic comparison of particle systems, Some properties of ageing notions based on the moment-generating-function order, ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES, Stochastic comparisons applied to G-Networks with catastrophes, Generalised shot noise Cox processes, Some remarks on associated random fields, random measures and point processes, Stochastic comparisons of interfailure times under a relevation replacement policy, Increasing convex order on generalized aggregation of SAI random variables with applications, Almost stochastic dominance under inconsistent utility and loss functions, On stochastic comparisons of k-out-of-n systems with Weibull components, Univariate and multivariate stochastic comparisons and ageing properties of the generalized Pólya process, On an ageing class based on the moment generating function order, Stochastic comparisons of coherent systems under different random environments, OPTIMUM INSURANCE CONTRACTS WITH BACKGROUND RISK AND HIGHER-ORDER RISK ATTITUDES, Dynamic Purchase Decisions Under Regret: Price and Availability, Search Before Trade-offs Are Known, Stochastic comparisons and ageing properties of an extended gamma process, On the consistency of Sobol indices with respect to stochastic ordering of model parameters, On negative association of some finite point processes on general state spaces, Optimization with Stochastic Preferences Based on a General Class of Scalarization Functions, Ordering extremes of scale random variables under Archimedean copula, Patient-Type Bayes-Adaptive Treatment Plans, CONSISTENT UPPER PRICE BOUNDS FOR EXOTIC OPTIONS, Stochastic orderings of multivariate elliptical distributions, Relative stochastic orders of weighted frailty models, Stochastic Comparative Statics in Markov Decision Processes, Association and Other Forms of Positive Dependence for Feller Evolution Systems, Unnamed Item, Unnamed Item, Stochastic monotonicity approach for a non-Markovian priority retrial queue, On transform orders for largest claim amounts, Risk aggregation with FGM copulas, On a class of prior distributions that accounts for uncertainty in the data, An optimal transport-based characterization of convex order, The deepest event cuts in risk-averse optimization with application to radiation therapy design, On conditional spacings and their properties under coherent system setting, Stochastic epidemic spreading: not all super-spreading processes are born equal, neither all lockdown strategies, Probability equivalent level for CoVaR and VaR, A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions, Supermodular and directionally convex comparison results for general factor models, Testing with \(\mathrm{p}^*\)-values: between p-values, mid p-values, and e-values, Dispersive orderings induced by differences of inter risk measures, On stochastic orders defined by other stochastic orders and transformations of probabilities, Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains, Asymptotic Methods for Random Tessellations, MRL ordering of largest order statistics from heterogeneous scale variables, Cramér-Lundberg model for some classes of extremal Markov sequences, Stochastic comparisons on extremes of burr type XII samples associated with Archimedean copula and heterogeneous shape parameters, Weak aging properties for coherent systems with statistically dependent component lifetimes, Subset simulation for probabilistic computer models, A note on the limiting behaviour of hazard rate functions of generalized mixtures, Ordering and inequalities for mixtures on risk aggregation, Multiobjective land–water allocation model for sustainable agriculture with predictive stochastic yield response, Ordering properties of the second smallest and the second largest order statistics from a general semiparametric family of distributions, Characterizations of stochastic ordering for non-negative random variables, Comparing residual lifetimes and inactivity times of dependent random variables, Information design for selling search goods and the effect of competition, Likelihood ratio and dispersive orders of parallel and series systems consisting of dependent multiple-outlier components, Orderings for series and parallel systems comprising heterogeneous new extended Weibull components, Orderings of fail-safe systems with components having Marshall-Olkin-Harris lifetime distributions, Stochastic orders and measures of skewness and dispersion based on expectiles, On the second-order excess wealth order and its properties, Some stochastic comparisons of lower records and lower record spacings, Stochastic comparisons on extreme order statistics from observations associated by FGM copula, Lack-of-partial-memory and aging properties of multivariate generalized Marshall-Olkin distributions, Stochastic comparisons of series and parallel systems with dependent log-logistic components, On the optimal binary classifier with an application, Exchangeable FGM copulas, EXTREMAL BEHAVIOR OF LONG-TERM INVESTORS WITH POWER UTILITY, THE INVARIANT MEASURE OF RANDOM WALKS IN THE QUARTER-PLANE: REPRESENTATION IN GEOMETRIC TERMS, LINEAR BIRTH/IMMIGRATION-DEATH PROCESS WITH BINOMIAL CATASTROPHES, STOCHASTIC MONOTONICITY OF CONDITIONAL ORDER STATISTICS IN MULTIPLE-OUTLIER SCALE POPULATION, A review of the Rayleigh distribution: properties, estimation \& application to COVID-19 data, A family of variability measures based on the cumulative residual entropy and distortion functions, Interpretation of Statistical Preference in Terms of Location Parameters, Scenario-dominance to multi-stage stochastic lot-sizing and knapsack problems, An identity for expectations and characteristic function of matrix variate skew-normal distribution with applications to associated stochastic orderings, Sequences of improved two-sided bounds for the renewal function and the solutions of renewal-type equations, On Tournaments and negative dependence, Unnamed Item, Unnamed Item, ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS, Standby Redundancy Allocations in Series and Parallel Systems, Hazard Rate Properties of a General Counting Process Stopped at an Independent Random Time, Matchmaking and Testing for Exponentiality in the M/G/∞ Queue, SOME NEW RESULTS ON ORDERING OF SIMPLE SPACINGS OF GENERALIZED ORDER STATISTICS, Revenue management with aircraft reassignment flexibility, The effects of information on a queue with balking and phase‐type service times, ORDERING PROPERTIES OF ORDER STATISTICS FROM HETEROGENEOUS POPULATIONS: A REVIEW WITH AN EMPHASIS ON SOME RECENT DEVELOPMENTS, ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES, Ordering k-out-of-n systems with interdependent components and one active redundancy, UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES, On the optimal allocation of active redundancies in series system, Some new results on aggregate claim amounts from two heterogeneous Marshall–Olkin extended exponential portfolios, COMPARISONS OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS, Preservation of reliability classes associated with the mean residual life by a renewal process stopped at a random time, New multivariate orderings based on conditional distributions, Stochastic Orderings and Ageing Properties of Residual Life Lengths of Live Components in (n-k+1)-Out-Of-n Systems, Tail Asymptotics of the Stationary Distribution of a Two-Dimensional Reflecting Random Walk with Unbounded Upward Jumps, USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS, On General Multivariate Mixture Models, Comparisons of aggregate claim numbers and amounts: a study of heterogeneity, Lundberg parameters for non standard risk processes, Stochastic orders and majorization of mean order statistics, Dependence ordering for Markov processes on partially ordered spaces, A relation between positive dependence of signal and the variability of conditional expectation given signal, Shapes of stationary autocovariances, The virtue of being underestimated: A note on discriminatory contracts in hidden information models, PRESERVATION OF RELIABILITY CLASSES UNDER MIXTURES OF RENEWAL PROCESSES, Stochastic multi-objective optimization: a survey on non-scalarizing methods, Transformed Lévy processes as state-dependent wear models, On a Comparison Result for Markov Processes, ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS, Level-crossing ordering of semi-Markov processes and markov chains, Comparison results for M/G/1 queues with waiting and sojourn time deadlines, On association and other forms of positive dependence for Feller processes, A Multivariate Cumulative Damage Shock Model with Block Preventive Maintenance, A criterion for the comparison of binary classifiers based on a stochastic dominance with an application to the sale of home insurances, Discrete power distributions and inference using likelihood, Sums of standard uniform random variables, Positive Dependence and Weak Convergence, An optimal Berry-Esseen type theorem for integrals of smooth functions, Multivariate Counting Processes: Copulas and Beyond, Multivariate robust second-order stochastic dominance and resulting risk-averse optimization, A Mixture Model of Proportional Reversed Hazard Rate, Stochastic inequalities based on Cobb-Douglas utility functions, Error Bounds for Augmented Truncations of Discrete-Time Block-Monotone Markov Chains under Geometric Drift Conditions, Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management, The Conditional Convex Order and a Comparison Inequality, Conditional Ordering ofk-out-of-nSystems with Independent But Nonidentical Components, Duality Theory and Transfers for Stochastic Order Relations, Multivariate Comparisons of Ordered Data, Lipschitzian Properties and Stability of a Class of First-Order Stochastic Dominance Constraints, On Allocation of Active Redundancies to Systems: A Brief Review, Comments on: Light tail asymptotics in multidimensional reflecting processes for queueing networks, A Convex Analytic Approach to Risk-Aware Markov Decision Processes, Dynamic reinsurance in discrete time minimizing the insurer's cost of capital, Stochastic ordering of medians in samples from normal distributions, Demystifying the Integrated Tail Probability Expectation Formula, Stochastic comparisons of parallel systems with starting devices, General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes
