Generalized increasing convex and directionally convex orders
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Publication:3551003
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Cites work
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Inequalities: theory of majorization and its applications
- On the distance between convex-ordered random variables, with applications
- Stochastic Comparisons for Non-Markov Processes
- The s-convex orders among real random variables, with applications
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
- Multivariate concave and convex stochastic dominance
- Increasing convex order on generalized aggregation of SAI random variables with applications
- 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
- scientific article; zbMATH DE number 125968 (Why is no real title available?)
- Comonotonicity, orthant convex order and sums of random variables
- scientific article; zbMATH DE number 1664590 (Why is no real title available?)
- 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
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