A multivariate extension of the increasing convex order to compare risks

DOI10.1016/J.INSMATHECO.2016.03.011zbMATH Open1370.60036OpenAlexW2328001871MaRDI QIDQ320306FDOQ320306

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

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zbMATH Keywords

dependence increasing convex order conditionally increasing Kendall distribution function multivariate CTE

Mathematics Subject Classification ID

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

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Cited In (5)

Risk reducers in convex order
Title not available (Why is that?)
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
Comparison of multivariate risks and positive dependence

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