Criteria for the Stochastic Ordering of Random Sums, with Actuarial Applications

DOI10.1080/03461230110106192zbMath1003.60022OpenAlexW2077449302MaRDI QIDQ4780926

Étienne Marceau, Christian Genest, Michel M. Denuit

Publication date: 21 November 2002

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230110106192

zbMATH Keywords

random sumsstochastic orderingconcordance orderingsupermodular orderinglower orthant dependence orderingupper orthant dependence ordering

Mathematics Subject Classification ID

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