Generalized increasing convex and directionally convex orders
From MaRDI portal
Publication:3551003
DOI10.1239/JAP/1269610830zbMATH Open1186.60010OpenAlexW2044871667MaRDI QIDQ3551003FDOQ3551003
Authors: Michel Denuit, Mhamed Mesfioui 
Publication date: 8 April 2010
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1269610830
Recommendations
- Ordering functions of random vectors, with application to partial sums
- Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
- Stochastic comparison of multivariate random sums
- Stochastic orders and majorization of mean order statistics
- The s-convex orders among real random variables, with applications
Cites Work
- Title not available (Why is that?)
- The s-convex orders among real random variables, with applications
- Inequalities: theory of majorization and its applications
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- On the distance between convex-ordered random variables, with applications
- Stochastic Comparisons for Non-Markov Processes
Cited In (23)
- From unidimensional to multidimensional inequality: a review
- Multivariate robust second-order stochastic dominance and resulting risk-averse optimization
- A stochastic order for random vectors and random sets based on the Aumann expectation.
- Generators of copulas and aggregation
- Hessian orders and multinormal distributions
- Risk reducers in convex order
- Correlation aversion and bivariate stochastic dominance with respect to reference functions
- CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
- General convex stochastic orderings and related martingale-type structures
- A multivariate extension of the increasing convex order to compare risks
- Increasing convex order on generalized aggregation of SAI random variables with applications
- Multivariate concave and convex stochastic dominance
- 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
- New properties of the orthant convex-type stochastic orders
- Ordering functions of random vectors, with application to partial sums
- Directionally convex ordering of random measures, shot noise fields, and some applications to wireless communications
- Title not available (Why is that?)
- Comonotonicity, orthant convex order and sums of random variables
- Title not available (Why is that?)
- Multivariate higher-degree stochastic increasing convexity
- Preserving the Rothschild-Stiglitz type increase in risk with background risk: a characterization
- Multidimensional inequality comparisons: a compensation perspective
This page was built for publication: Generalized increasing convex and directionally convex orders
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3551003)
