scientific article; zbMATH DE number 605729
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zbMath0806.62009MaRDI QIDQ4301147
Shaked, Moshe, J. George Shanthikumar
Publication date: 13 July 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Probability distributions: general theory (60E05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Characterization and structure theory of statistical distributions (62E10) Reliability and life testing (62N05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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record statistics, Characterization of stochastic orders by \(L\)-functionals, Reversed preservation of stochastic orders for random minima and maxima with applications, Contract design and non-cooperative renegotiation, The failure rate of a convolution dominates the failure rate of any IFR component, Quantizations of probability measures and preservation of the convex order, Seven proofs for the subadditivity of expected shortfall, Increasing convex ordering of queue length in bulk queues, Joint replenishment and pricing decisions in inventory systems with stochastically dependent supply capacity, Modeling and analysis of an auction-based logistics market, Stochastic orders of scalar products with applications, Characterizations of classes of risk measures by dispersive orders, Static super-replicating strategies for a class of exotic options, Comparison results for exchangeable credit risk portfolios, Some comparisons between generalized order statistics, Lindley distribution and its application, Worst allocations of policy limits and deductibles, Recurring mean inequality of random variables, Quantifying the error of convex order bounds for truncated first moments, A lower bound for the reliability function of multiple failure mode systems, On the mean residual life of records, Some properties of convolutions of Pascal and Erlang random variables, A note on the exclusion principle, Stochastic orderings for discrete random variables, Multivariate stress-strength reliability model and its evaluation for coherent structures, Testing for positive association in contingency tables with fixed margins, Stochastic inequalities for weighted sum of two random variables independently and identically distributed as exponential, Optimization with multivariate stochastic dominance constraints, Grading exams: 100,99,98,\(\dots \) or \(A,B,C\)?, Stochastic relations of random variables and processes, Optimal threshold probability and expectation in semi-Markov decision processes, Optimal allocation of policy limits and deductibles in a model with mixture risks and discount factors, On the approximation of convex functions by Bernstein-type operators, Portfolio diversification under local and moderate deviations from power laws, Some results on generalized ageing classes, Information in tournaments under limited liability, Pitman closeness of record values to population quantiles, Some characterization and ordering results based on entropies of current records, Maximum likelihood inference for log-linear models subject to constraints of double monotone dependence, Peakedness and peakedness ordering in symmetric distributions, One-dimensional p--p plots and precedence tests for point processes on \({\mathbb R}^d\), New results on stochastic comparison of order statistics from heterogeneous Weibull populations, On rankings and top choices in random utility models with dependent utilities, Reconstruction of past records, Runs in an ordered sequence of random variables, Multivariate likelihood ratio orderings between spacings of heterogeneous exponential random variables, The Gini concentration test for survival data, Some results on DDCRE class of life distributions, Bayesian semiparametric modeling for stochastic precedence, with applications in epidemiology and survival analysis, Properties of systems with two exchangeable Pareto components, On the discrete-time compound renewal risk model with dependence, A note on convolutions of compound geometric distributions, Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds, Rejoinder on: Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds, Generalized orderings of excess lifetimes of renewal processes, Quantile curves and dependence structure for bivariate distributions, A new stochastic order based upon Laplace transform with applications, Decomposition of a Schur-constant model and its applications, Parametric and nonparametric Bayesian model specification: a case study involving models for count data, Risk preference modeling with conditional average: An application to portfolio optimization, Characterizations based on Rényi entropy of order statistics and record values, Status, affluence, and inequality: rank-based comparisons in games of status, A review on inverse Maxwell distribution with its statistical properties and applications, Monotonicity in the stock competition game with consumer search, Simulation of first-passage times for alternating Brownian motions, Stochastic bounds for the Sparre Andersen process, Contingency management under asymmetric information, Optimal stopping behavior of equity-linked investment products with regime switching, Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications, Supermodular Order and Lundberg Exponents, My musings on a pioneering work of Erich Lehmann and its rediscoveries on some families of distributions, Tight Approximation Bounds for Maximum Multi-coverage, Moment Inequalities for Discrete Ageing Families, On prices' evolutions based on geometric telegrapher's process, APPLICATIONS OF LIKELIHOOD RATIO ORDER IN BAYESIAN INFERENCES, ACTIVE REDUNDANCY ALLOCATION FOR COHERENT SYSTEMS WITH INDEPENDENT AND HETEROGENEOUS COMPONENTS, PROPERTIES FOR GENERALIZED CUMULATIVE PAST MEASURES OF INFORMATION, STOCHASTIC ORDERING OF LIFETIMES OF PARALLEL AND SERIES SYSTEMS COMPRISING HETEROGENEOUS DEPENDENT COMPONENTS WITH GENERALIZED BIRNBAUM-SAUNDERS DISTRIBUTIONS, Stochastic comparison of parallel systems with Pareto components, Stochastic properties of generalized finite α-mixtures, Ordering results for smallest claim amounts from two portfolios of risks with dependent heterogeneous exponentiated location-scale claims, ON EXTROPY PROPERTIES AND DISCRIMINATION INFORMATION OF DIFFERENT STRATIFIED SAMPLING SCHEMES, FURTHER RESULTS ON STOCHASTIC ORDERINGS AND AGING CLASSES IN SYSTEMS WITH AGE REPLACEMENT, On inactivity times of failed components of coherent system under double monitoring, LOG-CONCAVITY OF COMPOUND DISTRIBUTIONS WITH APPLICATIONS IN OPERATIONAL AND ACTUARIAL MODELS, ORDERING RESULTS ON EXTREMES OF EXPONENTIATED LOCATION-SCALE MODELS, PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS, ON THE RESIDUAL AND PAST LIFETIMES OF COHERENT SYSTEMS UNDER RANDOM MONITORING, ON RELATIVE AGING COMPARISONS OF COHERENT SYSTEMS WITH IDENTICALLY DISTRIBUTED COMPONENTS, RESIDUAL STOCHASTIC PRECEDENCE ORDER, ON STOCHASTIC COMPARISONS OF ORDER STATISTICS FROM HETEROGENEOUS EXPONENTIAL SAMPLES, ON INTERVAL AND INSTANT AVAILABILITY OF THE SYSTEM, COMPARISONS ON LARGEST ORDER STATISTICS FROM HETEROGENEOUS GAMMA SAMPLES, GENERALIZATION OF THE PAIRWISE STOCHASTIC PRECEDENCE ORDER TO THE SEQUENCE OF RANDOM VARIABLES, ON THE COMPARISON OF PERFORMANCE-PER-COST FOR COHERENT AND MIXED SYSTEMS, Goodness-of-fit tests for parametric models based on biased samples, Exact Bayes Factors for the Comparison of Multinomial Distributions, On detecting change in likelihood ratio ordering, Further properties of fractional stochastic dominance, The stochastic precedence ordering with applications in sampling and testing, Maximum dynamic entropy models, Optimal admission control for a single-server loss queue, On the stochastic domination for batch-arrival, batch-service and assemble-transfer queueing networks, ON A MULTIVARIATE GENERALIZED POLYA PROCESS WITHOUT REGULARITY PROPERTY, SCHEDULING IN A SINGLE-SERVER QUEUE WITH STATE-DEPENDENT SERVICE RATES, ON CUMULATIVE RESIDUAL EXTROPY, ON VARIABILITY OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS, Lin–Wong divergence and relations on type I censored data, Test for comparing complete expectations of life of two groups, Kumaraswamy Marshall-Olkin Exponential distribution, Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering, A comparison of different methods of estimation for the Flexible Weibull distribution, Probability, valuations, hyperspace: Three monads on top and the support as a morphism, On length and area-biased Maxwell distributions, An extended Gompertz-Makeham distribution with application to lifetime data, Power binomial exponential distribution: Modeling, simulation and application, Log-concavity and other concepts of bivariate increasing failure rate distributions, Preference Robust Optimization for Choice Functions on the Space of CDFs, Inverse power Maxwell distribution: statistical properties, estimation and application, Testing the dilation order by using cumulative residual Tsallis entropy, Unnamed Item, Worst-Case Range Value-at-Risk with Partial Information, Alpha power Maxwell distribution: Properties and application, Buffered Probability of Exceedance: Mathematical Properties and Optimization, Unnamed Item, Likelihood ratio order of parallel systems under multiple-outlier models, Some results on residual life and inactivity time at random time, Allocation strategies of standby redundancies in series/parallel system, Unnamed Item, Ordering Results for Aggregate Claim Amounts from Two Heterogeneous Marshall--Olkin Extended Exponential Portfolios and Their Applications in Insurance Analysis, Properties of some stochastic orders: A unified study, Testing the equality of multinomial populations ordered by increasing convexity under the alternative, Dynamic Signatures of Coherent Systems Based on Sequential Order Statistics, Partnership’s Profit Sharing: Linear and Nonlinear Contracts, Preservation of positive and negative orthant dependence concepts under mixtures and applications, A note on the ageing character of the run length of Markov-type quality-control schemes, A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum, Analytical Bounds for two Value-at-Risk Functionals, Dependence in Dynamic Claim Frequency Credibility Models, Asset Allocation with Regime-Switching: Discrete-Time Case, Unnamed Item, Some properties of ageing notions based on the moment-generating-function order, Mixture Representations of Inactivity Times of Conditional Coherent Systems and their Applications, Positive Dependence of Signals, Two Variability Orders, Stochastic Bounds for Queueing Systems with Multiple On–Off Sources, The Reversed Hazard Rate Function, Relative Aging of Distributions, Interactions Between Ageing and Risk Properties in the Analysis of Burn-in Problems, Topp–Leone normal distribution with application to increasing failure rate data, The inverted Nadarajah–Haghighi distribution: estimation methods and applications, Stochastic comparisons and ageing properties of an extended gamma process, Preservation of the mean residual life order for coherent and mixed systems, Multinomial-Poisson models subject to inequality constraints, Greedy-Like Algorithms for Dynamic Assortment Planning Under Multinomial Logit Preferences, SIZE-BIASED TRANSFORM AND CONDITIONAL MEAN RISK SHARING, WITH APPLICATION TO P2P INSURANCE AND TONTINES, On classes of life distributions based on the mean time to failure function, Stochastic orderings of multivariate elliptical distributions, Failure rate properties of parallel systems, On component failure in coherent systems with applications to maintenance strategies, Unnamed Item, Stochastic Comparisons of Systems with Heterogeneous Log-Logistic Components, Stochastic monotonicity approach for a non-Markovian priority retrial queue, On transform orders for largest claim amounts, Optimal allocation of relevations in coherent systems, Some new results on information properties of mixture distributions, Load-Sharing Reliability Models with Different Component Sensitivities to Other Components’ Working States, On a conjecture about the comparability of parallel systems with respect to the convex transform order, Shewhart Schemes with Variable Sampling Intervals Revisited, Characterization of Life Distributions Using Log-odds Rate in Discrete Aging, Generalized Bomber and Fighter Problems: Offline Optimal Allocation of a Discrete Asset, Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors, A Note on the Mixture Representation of the Conditional Residual Lifetime of a Coherent System, Unnamed Item, A Monotone Process Maintenance Model for a Multistate System, Level Crossing Ordering of Skip-Free-to-the-Right Continuous-Time Markov Chains, Ageing Properties and Series System, Job replication on multiserver systems, Comparisons of Parallel Systems According to the Convex Transform Order, Some new results on stochastic comparisons of coherent systems using signatures, Stochastic Dominance Relations for Integer Variables, Risk Aversion in Regulatory Capital Principles, SAMPLING OF ONE-DIMENSIONAL PROBABILITY MEASURES IN THE CONVEX ORDER AND COMPUTATION OF ROBUST OPTION PRICE BOUNDS, ORDERING PROPERTIES OF EXTREME CLAIM AMOUNTS FROM HETEROGENEOUS PORTFOLIOS, Estimating the turning point location in shifted exponential model of time series, On a new stochastic model for cascading failures, Non-Comparability with respect to the convex transform order with applications, DISTORTION RISKMETRICS ON GENERAL SPACES, A METHOD FOR CONSTRUCTING AND INTERPRETING SOME WEIGHTED PREMIUM PRINCIPLES, A Note on the Aging Properties of the Run Length of Markov-Type Control Charts, Standby Redundancy Allocations in Series and Parallel Systems, Hazard Rate Properties of a General Counting Process Stopped at an Independent Random Time, The Probability of Containment for Multitype Branching Process Models for Emerging Epidemics, On the Skewness of Order Statistics in Multiple-Outlier Models, On a modified Burr XII distribution having flexible hazard rate shapes, Delivery‐date and capacity management in a decentralized internal market, Mixture Representations for the Joint Distribution of Lifetimes of two Coherent Systems with Shared Components, SWITCHING AND SEQUENCING AVAILABLE THERAPIES SO AS TO MAXIMIZE A PATIENT'S EXPECTED TOTAL LIFETIME, A new class of weighted exponential distributions, Stochastic properties of generalized finite mixture models with dependent components, Prediction of order statistics and record values from two independent sequences, Some results on the mean residual waiting time of records, UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES, Some properties of Lin–Wong divergence on the past lifetime data, COMPARISONS OF SERIES AND PARALLEL SYSTEMS WITH HETEROGENEOUS COMPONENTS, Stochastic Orderings and Ageing Properties of Residual Life Lengths of Live Components in (n-k+1)-Out-Of-n Systems, Stochastic Modeling for Environmental Stress Screening, Proportional ratios orders based on laplace transforms, USING MODEL-INDEPENDENT LOWER BOUNDS TO IMPROVE PRICING OF ASIAN STYLE OPTIONS IN LÉVY MARKETS, Balakrishnan Skew-tDistribution and Associated Statistical Characteristics, On the Nearness of Records to Population Quantiles with Respect to Order Statistics in the Sense of Pitman Closeness, Some Relationships Between Skew-Normal Distributions and Order Statistics from Exchangeable Normal Random Vectors, Characterization of higher-degree dispersion, right spread and stop-loss transform orders, Discrete Lundberg-type bounds with actuarial applications, Non-exponential bounds for stop-loss premiums and ruin probabilities, Characterizations of distributions using log odds rate, Locational tying of complementary retail items, Some probability functions in reliability and their applications, On the persistence regime for Lotka-Volterra in randomly fluctuating environments, Modeling and analysis of a mixed‐model assembly line with stochastic operation times, A relation between positive dependence of signal and the variability of conditional expectation given signal, Shapes of stationary autocovariances, Mean Residual Lifetimes of Consecutive-k-out-of-n Systems, Comparison Results for Branching Processes in Random Environments, Study of a Stochastic Failure Model in a Random Environment, ON THE SIGNATURE OF COHERENT SYSTEMS AND APPLICATIONS, Reliability analysis of k-out-of-n systems based on a grouping of components, Transformed Lévy processes as state-dependent wear models, Stochastic Properties of Residual Life and Inactivity Time at a Random Time, The alpha-mixture of survival functions, Preservation of Some Aging Properties and Stochastic Orders by Weighted Distributions, On the Structure of a Swing Contract's Optimal Value and Optimal Strategy, Ordering of Optimal Portfolio Allocations in a Model with a Mixture of Fundamental Risks, A continuous version of the negative binomial distribution, ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS, Approximation Algorithms for Dynamic Assortment Optimization Models, On the Bayesian estimation of the weighted Lindley distribution, Mean residual weighted versus the length-biased Rayleigh distribution, Weighted exponential distribution: properties and different methods of estimation, On bounds of some dynamic information divergence measures, CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE, Exact confidence intervals for the shape parameter of the gamma distribution, Dynamic admission control for loss systems with batch arrivals, A probabilistic model for the survivability of cells, Level-crossing ordering of semi-Markov processes and markov chains, Selection of Good Populations and Related Confidence Intervals Using Sample Quasi-Ranges, Quantile Based Relevation Transform and its Properties, Stochastic Comparisons and Dependence of Spacings from Two Samples of Exponential Random Variables, Some Results on Interarrival Times of Nonhomogeneous Poisson Processes, A Note on Bounds and Error Bounds for Nonexponential Batch Arrival Systems, Comparison Results for Markov-Modulated Recursive Models, When Is a Renewal Process Convexly Parameterized in Its Mean Parameterization?, New Stochastic Orders Based on Double Truncation, Two Extremal Autocorrelated Arrival Processes, Ergodic optimization in dynamical systems, A Mixture Model of Proportional Reversed Hazard Rate, Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management, Mixture Representations of Residual Lifetimes of Used Systems, Conditional Ordering ofk-out-of-nSystems with Independent But Nonidentical Components, Total Time on Test Transforms of Order n and Their Implications in Reliability Analysis, Multivariate Comparisons of Ordered Data, Unnamed Item, NONPARAMETRIC TESTS OF DENSITY RATIO ORDERING, A Convex Analytic Approach to Risk-Aware Markov Decision Processes, Burn-in Procedure Based on a Dependent Covariate Process, A Measure of Discrimination Between two Double Truncated Distributions, Unnamed Item, Unnamed Item, Bounds on the Bivariate Normal Distribution Function, Preservation of stochastic orders for random minima and maxima, with applications, Failure profiles of coherent systems, On Nonparametric Estimation of a Reliability Function, Stochastic Comparison of Residual Life and Inactivity Time at a Random Time, On tree intensity estimation for forest inventories: Some statistical issues, Adjusted Hazard Rate Estimator Based on a Known Censoring Probability, On the Residual and Inactivity Times of the Components of Used Coherent Systems, Stein's Method and Stochastic Orderings, Increasing Hazard Rate of Mixtures for Natural Exponential Families, New techniques and tighter bounds for local computation algorithms, Bernoulli trials of fixed parity, random and randomly oriented graphs, Stochastic properties of a weighted frailty model, On the unimodality of the likelihood ratio with applications, Peacocks Obtained by Normalisation: Strong and Very Strong Peacocks, THE IMPACTS OF CUSTOMERS’ DELAY-RISK SENSITIVITIES ON A QUEUE WITH BALKING, Functional BKR inequalities, and their duals, with applications, Hazard Rate Properties of Systems with Two Components, Supplier Evaluation and Selection Based on Stochastic Dominance: A Quality-Based Approach, Some Results Based on a Version of the Generalized Dynamic Entropies, Comparison Results for GARCH Processes, Inequalities of Hermite-Hadamard type for higher order convex functions, revisited, Stochastic Bounds with a Low Rank Decomposition, How Clustering Affects Epidemics in Random Networks, Ordering on the Probability Simplex of Endmembers for Hyperspectral Morphological Image Processing, Primal-Dual Algorithms for Optimization with Stochastic Dominance, Optimization with Multivariate Stochastic Dominance Constraints, A new truncated \((0, b)\)-F family of lifetime distributions with an extensive study to a submodel and reliability data, On stochastic ordering and control charts for traffic intensity, Network Coloring and Colored Coin Games, Statistical modelling for a new family of generalized distributions with real data applications, Shared frailty models based on reversed hazard rate for modified inverse Weibull distribution as baseline distribution, INSTRUMENTAL VARIABLES METHODS WITH HETEROGENEITY AND MISMEASURED INSTRUMENTS, Unnamed Item, On relative ageing of coherent systems with dependent identically distributed components, Stochastic Monotonicity of the Mean-CVaRs and Their Applications to Inventory Systems with Stockout Cost: A Transformation Approach, Fisher Information in Record Values and Their Concomitants: A Comparison of Two Sampling Schemes, Optimal Partitioning of Probability Distributions under General Convex Loss Functions in Selective Assembly, Bivariate Reversed Hazard Rate, Notions, and Measures of Dependence and their Relationships, Two-Sided Bounds for Tails of Compound Negative Binomial Distributions in the Exponential and Heavy-Tailed Cases, Convex upper and lower bounds for present value functions, On a discrimination problem for a class of stochastic processes with ordered first-passage times, Exact Lower Bounds on the Exponential Moments of Truncated Random Variables, SOME STOCHASTIC PROPERTIES OF UPPER ONE-SIDED AND EWMA CHARTS FOR μ IN THE PRESENCE OF SHIFTS IN σ, Infinite dimensional functional convergences in random balls model, Stochastic Analysis of an M/G/1 Retrial Queue with FCFS, On ARL-Unbiased Control Charts, Bivariate Aging Properties under Archimedean Dependence Structures, Tollbooth tandem queues with infinite homogeneous servers, Extension of the past lifetime and its connection to the cumulative entropy, Erratum to: Mixture representations of residual lifetimes of used systems, Stochastic orders and risk measures: consistency and bounds, Optimal portfolio problem with unknown dependency structure, A Unified Approach to Likelihood Inference on Linear Inequality Constraints in Contingency Tables, Stochastic orders and aging notions based upon the moment generating function order: theory, Some New Results on the Moment Generating Function Order and Related Life Distributions, Minimum dynamic discrimination information models, On increasing-failure-rate random variables, Conditional tail expectations for multivariate phase-type distributions, Recent tests of exponentiality against IFR alternatives: a survey, On testing for a survival ratio under random right censoring, On sufficient conditions for the comparison in the excess wealth order and spacings, Quality surveillance with EWMA control charts based on exact control limits, Scheduling Independent Tasks to Minimize the Makespan on Identical Machines, On comparing coherent systems with heterogeneous components, Optimal learning with non-Gaussian rewards, Comparison of order statistics in a random sequence to the same statistics with i.i.d. variables, Further results on discrete mean past lifetime, Preservation of Stochastic Orderings under Random Mapping by Point Processes, Monotonicity properties and the deficit at ruin in the Sparre Andersen model, Preservation of some reliability properties by certain record statistics, Stochastic Comparisons and Optimal Allocation for Policy Limits and Deductibles, Signature-Based Representations for the Reliability of Systems with Heterogeneous Components, On the Convolution of Heterogeneous Bernoulli Random Variables, On Stop-Loss Order and the Distortion Pricing Principle, Stochastic Models of Transport Flows, The generalized inverse Lindley distribution: A new inverse statistical model for the study of upside-down bathtub data, Runs Based on the Ratios of Consecutive Order Statistics, Some Inequalities of Linear Combinations of Independent Random Variables. I., Multiple-server system with flexible arrivals, Some results about the expected ruin time in Markov-modulated risk models, Stochastic programming approaches to stochastic scheduling, Comparison and classification of linear systems over idempotent semirings inspired by total positivity, Closure of NBU(2) class under the formation of parallel systems, Revenue management under randomly evolving economic conditions, Structure and complexity of extreme Nash equilibria, PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS, ON COURNOT COMPETITION UNDER RANDOM YIELD, A pricing model for clearing end-of-season retail inventory, Stochastic Comparisons of Residual Lifetimes and Inactivity Times of Coherent Systems, A heuristic for minimizing the expected makespan in two-machine flow shops with consistent coefficients of variation, Partial Flexibility in Routeing and Scheduling, Bonferroni curve and the related statistical inference, A Generalized Poisson Distribution, On orderings and bounds in a generalized Sparre Andersen risk model, Dilatation monotonous Choquet integrals, Some positive dependence stochastic orders, An aging notion derived from the increasing convex ordering: the NBUCA class, Stochastic comparisons of \(m\)-spacings, On the optimal allocation of two active redundancies in a two-component series system, Stochastic Orderings of Convex-Type for Discrete Bivariate Risks, Linear waste of best fit bin packing on skewed distributions, KERNEL ESTIMATION OF RESIDUAL ENTROPY, LTD and RTI dependence orderings, Change-points in stochastic ordering, SOME UNIVARIATE STOCHASTIC ORDERS ON RECORD VALUES, OPTIMAL GRADING, The Use of Archimedean Copulas to Model Portfolio Allocations, Shocks in Mixed Populations, Bivariate extension of generalized cumulative past entropy, General convex order on risk aggregation, On a risk measure inspired from the ruin probability and the expected deficit at ruin, Ordering properties of the smallest and largest claim amounts in a general scale model, Reduction of Value-at-Risk bounds via independence and variance information, On a conjecture related to the ruin probability for nonhomogeneous exponentially distributed claims, Ordered random vectors and equality in distribution, Optimal reinsurance arrangements in the presence of two reinsurers, On the time and the number of claims when the surplus drops below a certain level, A stochastic comparison of customer classifiers with an application to customer attrition in commercial banking, Optimization with Reference-Based Robust Preference Constraints, Tail hazard rate ordering properties of order statistics and coherent systems, Modeling and Comparing Dependencies in Multivariate Risk Portfolios, Strong Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Time-Dependent Parameters, On bivariate ageing properties of exchangeable Farlie–Gumbel–Morgenstern distributions, Some results on dependent random variables and a connection with the multivariate s-increasing convex order, An extended Maxwell distribution: Properties and applications, A MULTIVARIATE VARIANCE GAMMA MODEL FOR FINANCIAL APPLICATIONS, DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY, Recent sojourn time results for multilevel processor‐sharing scheduling disciplines, Stochastic comparisons of spacings of record values from one or two sample sequences, Dependence Structure of Spacings of Order Statistics, Exact Bounds on the Truncated-Tilted Mean, with Applications, Block–Savits Characterization and Star Ordering of Exponential Mixtures, Some New Results on Likelihood Ratio Orderings for Spacings of Heterogeneous Exponential Random Variables, EWMA Charts for Multivariate Output: Some Stochastic Ordering Results, Usual and stochastic tail orders between hitting times for two Markov chains, Probabilistic Analysis of Online Bin Coloring Algorithms Via Stochastic Comparison, Characterizations of Aging Classes in Terms of Spacings Between Record Values, Stein's Method for Compound Geometric Approximation, Generalized Measures of Divergence in Survival Analysis and Reliability, The Joint Signature of Coherent Systems with Shared Components, Optimal Allocation of Active Redundancies to k-out-of-n Systems with Heterogeneous Components, Generalized Increasing Convex and Directionally Convex Orders, Inverse Stochastic Dominance, Majorization, and Mean Order Statistics, Randomized unbiased nonparametric estimates of nonestimable functionals, Stochastic ordering of classical discrete distributions, A class of location-independent variability orders, with applications, Random effect bivariate survival models and stochastic comparisons, Unnamed Item, Goodness-of-fit test for uniform stochastic ordering among several distributions, Bondesson's functions in reliability theory, On some reliability measures and their stochastic orderings for the Topp–Leone distribution, The Probability Distribution for the Number of Successes in Independent Trials, Projection Bounds on Expectations of Spacings of Generalized Order Statistics from DD and DDA Families, Stochastic Orderings of Order Statistics of Independent Random Variables with Different Scale Parameters, Likelihood Ratio Order ofm-Spacings in Multiple-Outlier Models, Control of parallel non-observable queues: asymptotic equivalence and optimality of periodic policies, On an inequality of Karlin and Rinott concerning weighted sums of i.i.d. random variables, Reliability Properties of Reversed Residual Lifetime, Probabilistic models for optimizing patients survival rates, Stochastic Orderings of Integer Valued Random Variables, A Resampling Approach for Under-estimating a Finite Population Total from a Censored Sample, Stochastic ordering for continuous-time processes, Preservation of generalized bathtub-shaped functions, Optimal Allocation of Active Spares in Series Systems and Comparison of Component and System Redundancies, Stochastic Ordering of Exponential Family Distributions and Their Mixturesxk, Bounds for the Distance Between the Distributions of Sums of Absolutely Continuous i.i.d. Convex-Ordered Random Variables with Applications, Stochastic Comparison on General Inactivity Time and General Residual Life ofk-Out-of-nSystems, Replacing nonidentical vital components to extend system life, RELIABILITY PROPERTIES OF SERIES AND PARALLEL SYSTEMS FROM BIVARIATE EXPONENTIAL MODELS, Transforming stochastic matrices for stochastic comparison with the st-order, Stochastic Aging Classes for the Maximum Statistic from Friday and Patil Bivariate Exponential Distribution Family, Projection bounds on expectations of spacings of generalized order statistics from DFR and DFRA families, Zonoids, linear dependence, and size-biased distributions on the simplex, A note on stochastic domination and conditional thinning, Dependence Structure of a Class of Symmetric Distributions, A componentwise index of service measurement in multi-component systems, Modelling Stochastic Order in the Analysis of Receiver Operating Characteristic Data: Bayesian Non-Parametric Approaches, Orderings and Probability Functionals Consistent with Preferences, Censored Exponential Data: Large Deviations for MLEs and Posterior Distributions, Characterizations and ordering properties based on log-odds functions, Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions, When will the Range of Prizes in Tournaments Increase in the Noise or in the Number of Players?, Multivariate weighted distributions: a review and some extensions, Projection bounds on expectations of generalized order statistics from DFR and DFRA families, Hazard rate ordering of order statistics and systems, A monotonicity in reversible Markov chains, Fisher information in weighted distributions, Assessing the Impact of Head Starts in the Performance of One-Sided Markov-Type Control Schemes, Risk Measures and Comonotonicity: A Review, On Upshifted Reversed Mean Residual Life Order, A New Test Procedure for Decreasing Mean Residual Life, PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS, General convex stochastic orderings and related martingale-type structures, Convex Ordering for Bivariate Distributions, Ordering Properties of Systems with Two Dependent Components, Projection Mean–Variance Bounds on Expectations ofkth Record Values from Restricted Families, Two stochastic properties of one‐sided exponentially weighted moving average control charts∗, Ruin probabilities and aggregrate claims distributions for shot noise Cox processes, Lorenz and Excess Wealth Orders, with Applications in Reinsurance Theory
