Around convex ordering and comonotonicity

zbMATH Open1348.62047MaRDI QIDQ2829782FDOQ2829782

Mohamed Riad Remita, Halim Zeghdoudi

Publication date: 8 November 2016

Published in: International Journal of Applied Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: http://www.ceser.in/ceserp/index.php/ijamas/article/view/683

zbMATH Keywords

convex orderstop-loss premiumscomonotonocity

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15) Approximations to statistical distributions (nonasymptotic) (62E17)

Cited In (9)

• Characterization of upper comonotonicity via tail convex order
• A note on essentially convex orders
• The concept of comonotonicity in actuarial science and finance: theory.
• A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
• Logic of convex order
• Comonotonicity, orthant convex order and sums of random variables
• Convexity in ordered spaces
• Title not available (Why is that?)
• Convexity in ordered matroids and the generalized external order

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