Increasing convex order on generalized aggregation of SAI random variables with applications

DOI10.1017/jpr.2017.27zbMath1416.91213OpenAlexW2756425953MaRDI QIDQ4684881

Xiaoqing Pan, Xiaohu Li

Publication date: 26 September 2018

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/jpr.2017.27

zbMATH Keywords

submodularmajorizationdeductiblearrangement increasingweighted \(k\)-out-of-\(n\) systemcoverage limitgeneralized linear combination

Mathematics Subject Classification ID

Related Items (4)

Preservation of weak SAI's under increasing transformations with applications ⋮ On asset allocation for a threshold model with dependent returns ⋮ On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes ⋮ On the increasing convex order of generalized aggregation of dependent random variables

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