scientific article; zbMATH DE number 605729
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Publication:4301147
zbMATH Open0806.62009MaRDI QIDQ4301147FDOQ4301147
Authors: Moshe Shaked, J. George Shanthikumar
Publication date: 13 July 1994
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- Convex orders for linear combinations of random variables
- On risk dependence and mrl ordering
- Projection Bounds on Expectations of Spacings of Generalized Order Statistics from DD and DDA Families
- Stochastic Ordering of Exponential Family Distributions and Their Mixturesxk
- Projection bounds on expectations of spacings of generalized order statistics from DFR and DFRA families
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- Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors
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- On stochastic comparison between aggregate claim amounts
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- Optimal portfolio problem with unknown dependency structure
- Upper and lower bounds for sums of random variables
- Reversed hazard rate order of equilibrium distributions and a related aging notion
- Stochastic orders of scalar products with applications
- Worst allocations of policy limits and deductibles
- Crossing points of distributions and a theorem that relates them to second order stochastic dominance
- A New Test Procedure for Decreasing Mean Residual Life
- CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE
- On defining \(P\)-values
- On the stochastic domination for batch-arrival, batch-service and assemble-transfer queueing networks
- Asset Allocation with Regime-Switching: Discrete-Time Case
- Some New Results on Likelihood Ratio Orderings for Spacings of Heterogeneous Exponential Random Variables
- Likelihood Ratio Order ofm-Spacings in Multiple-Outlier Models
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- ON THE SIGNATURE OF COHERENT SYSTEMS AND APPLICATIONS
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- The Laplace order and ordering of residual lives
- Multivariate hazard rate orders
- Characterizations of the \({\mathcal L}\)-class of life distributions
- Asymptotic optimality of tracking policies in stochastic networks.
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- Decomposition of a Schur-constant model and its applications
- Stochastic Properties of Residual Life and Inactivity Time at a Random Time
- Monotonicity in the stock competition game with consumer search
- New Stochastic Orders Based on Double Truncation
- On stochastic inequalities and dependence orderings
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- Confidence estimation for tolerance intervals
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- Further results involving percentile inactivity time order and its inference
- On certain best constants for Bernstein-type operators
- Preservation properties for the Laplace transform ordering of residual lives
- Value at risk and efficiency under dependence and heavy-tailedness: models with common shocks
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- Ruin probabilities in the discrete time renewal risk model
- Preservation of stochastic orderings under random mapping by point processes
- The observed total time on test and the observed excess wealth
- On a characterization of right spread order by the increasing convex order
- Mixtures of exponential distributions and stochastic orders
- Portfolio diversification under local and moderate deviations from power laws
- Some positive dependence stochastic orders
- On the mean residual life of a \(k\)-out-of-\(n:G\) system with a single cold standby component
- How Clustering Affects Epidemics in Random Networks
- Comparison of semimartingales and Lévy processes
- Variability order of the latent and the infectious periods in a deterministic SEIR epidemic model and evaluation of control effectiveness
- Optimal Allocation of Active Redundancies to k-out-of-n Systems with Heterogeneous Components
- Optimal Allocation of Active Spares in Series Systems and Comparison of Component and System Redundancies
- On the discrete-time compound renewal risk model with dependence
- Marshall-Olkin Sujatha distribution and its applications
- Ergodic behavior of locally regulated branching populations
- Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions
- Multivariate weighted distributions: a review and some extensions
- Projection bounds on expectations of generalized order statistics from DD and DDA families
- Stochastic models of transport flows
- Tail hazard rate ordering properties of order statistics and coherent systems
- Dynamic signatures of coherent systems based on sequential order statistics
- Structure and complexity of extreme Nash equilibria
- Analysis of queueing systems with customer interjections
- Connections among various variability orderings
- Projection bounds on expectations of generalized order statistics from DFR and DFRA families
- Reversed preservation properties of some negative aging conceptions and stochastic orders
- A comparison between homogeneous and heterogeneous portfolios.
- On some reliability measures and their stochastic orderings for the Topp–Leone distribution
- On stochastic orders for sums of independent random variables
- Comparisons between largest order statistics from multiple-outlier models with dependence
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