scientific article; zbMATH DE number 605729
From MaRDI portal
Publication:4301147
zbMATH Open0806.62009MaRDI QIDQ4301147FDOQ4301147
Authors: Moshe Shaked, J. George Shanthikumar
Publication date: 13 July 1994
Title of this publication is not available (Why is that?)
Recommendations
Probability distributions: general theory (60E05) Reliability and life testing (62N05) Characterization and structure theory of statistical distributions (62E10) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
Cited In (only showing first 100 items - show all)
- Tollbooth tandem queues with infinite homogeneous servers
- Industry concentration in common value auctions: theory and evidence
- Ordering optimal proportions in the asset allocation problem with dependent default risks
- An invariance principle for isotropic diffusions in random environment
- Comparison of order statistics in a random sequence to the same statistics with i.i.d. variables
- Optimal reinsurance arrangements in the presence of two reinsurers
- Bounds on the Bivariate Normal Distribution Function
- Portfolio selection problems consistent with given preference orderings
- Risk Measures and Comonotonicity: A Review
- General convex order on risk aggregation
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS
- Relative Aging of Distributions
- Reliability Properties of Reversed Residual Lifetime
- Stochastic ordering for continuous-time processes
- Mean Residual Lifetimes of Consecutive-k-out-of-n Systems
- A new class of weighted exponential distributions
- A random shock model with mixed effect, including competing soft and sudden failures, and dependence
- Preservation of stochastic orders under the formation of generalized distorted distributions. Applications to coherent systems
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
- A mixture model of size-biased distributions
- Relative stochastic comparisons of additive frailty models
- Stochastic comparisons of order statistics from scaled and interdependent random variables
- Study of a Stochastic Failure Model in a Random Environment
- A contraction principle for finite global games
- Entropy properties of record statistics
- Minimizing makespan for scheduling stochastic job shop with random breakdown
- Point prediction of future order statistics from an exponential distribution
- Maximum dynamic entropy models
- Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse
- Some properties of convolutions of Pascal and Erlang random variables
- Preservation of Some Aging Properties and Stochastic Orders by Weighted Distributions
- The Use of Archimedean Copulas to Model Portfolio Allocations
- On a capital allocation by minimization of some risk indicators
- From transience to recurrence with Poisson tree frogs
- On the fractional probabilistic Taylor's and mean value theorems
- Likelihood ratio order of parallel systems with heterogeneous Weibull components
- Variability ordering of multiplicative frailty models
- Dual characterization of properties of risk measures on Orlicz hearts
- The newsvendor game has a nonempty core
- Lindley distribution and its application
- Stochastic comparisons of order statistics from gamma distributions
- Dispersive ordering among linear combinations of uniform random variables
- On the skewness of order statistics in multiple-outlier PHR models
- Testing for uniform stochastic ordering via empirical likelihood
- Uncertainty orders on the sublinear expectation space
- Genetic algorithms for condition-based maintenance optimization under uncertainty
- Optimization with a class of multivariate integral stochastic order constraints
- Monotonicity properties of a class of stochastic inventory systems
- On the analysis of asymmetric first price auctions
- On the Skewness of Order Statistics in Multiple-Outlier Models
- Dynamic lot-sizing in sequential online retail auctions
- Modeling and analysis of a mixed‐model assembly line with stochastic operation times
- New results on stochastic comparison of order statistics from heterogeneous Weibull populations
- On the Structure of a Swing Contract's Optimal Value and Optimal Strategy
- Dynamic admission control for loss systems with batch arrivals
- On the approximation of convex functions by Bernstein-type operators
- Mean-variance bounds for order statistics from dependent DFR, IFR, DFRA and IFRA samples
- A surcharge pricing scheme for supply chain coordination under JIT environment
- On upper bounds for the variance of functions of random variables with weighted distributions
- On likelihood ratio ordering of parallel systems with exponential components
- Joint weak hazard rate order under non-symmetric copulas
- On stochastic dominance and the strong law of large numbers for dependent random variables
- Quantizations of probability measures and preservation of the convex order
- Compound binomial risk model in a Markovian environment
- The influence of demand variability on the performance of a make-to-stock queue
- Some weighted distribution results on univariate and bivariate cases
- Preservation of some likelihood ratio stochastic orders by order statistics
- On stochastic properties of \(m\)-spacings
- Weighted V\@R and its properties
- On a 2-parameter class of scale free random graphs
- Cores of inventory centralization games
- Joint replenishment and pricing decisions in inventory systems with stochastically dependent supply capacity
- A note on stochastic comparisons of generalized order statistics
- Dispersive ordering of convolutions of exponential random variables
- Optimization with multivariate stochastic dominance constraints
- Auctions with private uncertainty and resale opportunities.
- Risk preference modeling with conditional average: An application to portfolio optimization
- Mittag-Leffler function distribution -- a new generalization of hyper-Poisson distribution
- A contribution to the stochastic flow shop scheduling problem.
- Dynamic scheduling of stochastic jobs on a single machine
- Optimal reinsurance and stop-loss order
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Some remarks on the supermodular order
- On the asymptotic distribution theory of a class of consistent estimators of a distribution satisfying a uniform stochastic ordering constraint.
- Dispersive ordering of order statistics
- Empirical likelihood-based tests for stochastic ordering
- Dependence properties and bounds for ruin probabilities in multivariate compound risk models
- Generalized increasing convex and directionally convex orders
- Preservation of classes of life distributions and stochastic orders under weighting
- Private information revelation in common-value auctions
- Bayesian nonparametric model selection and model testing
- Negative dependence in frailty models
- Hazard rate ordering of order statistics and systems
- On orderings and bounds in a generalized Sparre Andersen risk model
- EWMA Charts for Multivariate Output: Some Stochastic Ordering Results
- Maintenance of continuously monitored degrading systems
- On the skewness of order statistics with applications
- Stochastically weighted stochastic dominance concepts with an application in capital budgeting
- A pricing model for clearing end-of-season retail inventory
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4301147)