Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications
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Cites work
- scientific article; zbMATH DE number 50707 (Why is no real title available?)
- scientific article; zbMATH DE number 605729 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
- An Inequality for Rearrangements
- Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données
- Families of Multivariate Distributions
- Inequalities for distributions with given marginals
- Inequalities for multivariate infinitely divisible processes
- Inequalities for stochastic models via supermodular orderings
- Modeling and Comparing Dependencies in Multivariate Risk Portfolios
- Multivariate concordance
- On dependence of risks and stop-loss premiums
- Preservation of multivariate stochastic orders under multivariate Poisson shock models
- Some Concepts of Dependence
- Some new conditions for the increasing convex comparison of risks
- Stochastic comparisons for multivariate shock models
- Stochastic comparisons for queueing models via random sums and intervals
- Stop-loss order for portfolios of dependent risks
- Supermodular ordering and stochastic annuities
- Supermodular stochastic orders and positive dependence of random vectors
- The discrete-time risk model with correlated classes of business
- Understanding Relationships Using Copulas
- Uniform representations of bivariate distributions
Cited in
(36)- On heterogeneity in the individual model with both dependent claim occurrences and severities
- Smooth generators of integral stochastic orders.
- Stochastic comparisons of multivariate random sums in the Laplace transform order, with applications
- On the preservation of some orderings of risks under convolution
- Preservation of positive and negative orthant dependence concepts under mixtures and applications
- Variability of total claim amounts under dependence between claims severity and number of events
- Supermodular Order and Lundberg Exponents
- On hazard rate ordering of the sums of heterogeneous geometric random variables
- A further study on correlation order
- A new stochastic order based upon Laplace transform with applications
- Modeling Catastrophes and their Impact on Insurance Portfolios
- The concept of comonotonicity in actuarial science and finance: theory.
- CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
- Ruin Probabilities in the Compound Markov Binomial Model
- Dependence orderings for some functionals of multivariate point processes
- Compound binomial risk model in a Markovian environment
- Collective risk models with dependence
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies
- Stochastic comparison of multivariate random sums
- Stochastic comparisons of symmetric supermodular functions of heterogeneous random vectors
- On the first time of ruin in the bivariate compound Poisson model
- A class of bivariate stochastic orderings, with applications in actuarial sciences
- Model points and tail-VaR in life insurance
- Compound Poisson approximations for individual models with dependent risks.
- On the increasing convex order of generalized aggregation of dependent random variables
- Ruin-based risk measures in discrete-time risk models
- scientific article; zbMATH DE number 125964 (Why is no real title available?)
- Comonotonicity, orthant convex order and sums of random variables
- On a risk model with dependence between interclaim arrivals and claim sizes
- Stochastic comparison of multivariate conditionally dependent mixtures
- Stochastic Bounds for Discrete-time Claim Processes with Correlated Risks
- scientific article; zbMATH DE number 5769798 (Why is no real title available?)
- Archimedean copulae and positive dependence
- Stat Trek. An interview with Christian Genest
- On the discrete-time compound renewal risk model with dependence
- TVaR-based capital allocation for multivariate compound distributions with positive continuous claim amounts
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