A multivariate extension of the increasing convex order to compare risks

DOI10.1016/J.INSMATHECO.2016.03.011MaRDI QIDQ320306zbMATH OpenOpenAlexFDO

Authors Miguel A. Sordo

Publication date 6 October 2016

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2016.03.011

zbMATH Keywords

dependenceincreasing convex orderconditionally increasingKendall distribution functionmultivariate CTE

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15)

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Cites work

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Cited in

(5)

• scientific article; zbMATH DE number 6039570 (Why is no real title available?)
• Risk reducers in convex order
• Comparison of multivariate risks and positive dependence
• Some results on dependent random variables and a connection with the multivariate \(\mathbf s\)-increasing convex order
• Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data

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