Comparing sums of exchangeable Bernoulli random variables

DOI10.2307/3215055zbMATH Open0855.60017OpenAlexW2073039173MaRDI QIDQ4891663FDOQ4891663

Authors: Sergey Utev, Claude Lefèvre 

Publication date: 14 January 1997

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

Full work available at URL: https://doi.org/10.2307/3215055

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zbMATH Keywords

branching processstochastic orderingsepidemic processurn modeltail distributionscatch-recapture sampling

Mathematics Subject Classification ID

General biostatistics (92B15) Inequalities; stochastic orderings (60E15) Combinatorial probability (60C05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (28)

• Discrete \(s\)-convex extremal distributions: theory and applications
• A note on multivariate stochastic comparisons of Bernoulli random variables
• Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences
• On the stop-loss and total variation distances between random sums
• On finite exchangeable sequences and their dependence
• Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
• Stochastic comparisons of mixtures of parametric families in stochastic epidemics
• Mixed Poisson approximation in the collective epidemic model
• CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
• Exact lower bounds on the exponential moments of truncated random variables
• Modeling and Comparing Dependencies in Multivariate Risk Portfolios
• Negative dependence and stochastic orderings
• ON THE OUTCOME OF A CASCADING FAILURE MODEL
• Convex extrema for nonincreasing discrete distributions: effects of convexity constraints
• Stein's method and stochastic orderings
• Laplace transform ordering of actuarial quantities.
• RISK MODELS IN INSURANCE AND EPIDEMICS: A BRIDGE THROUGH RANDOMIZED POLYNOMIALS
• From damage models to SIR epidemics and cascading failures
• Stochastic Orderings of Convex-Type for Discrete Bivariate Risks
• Comparison results for exchangeable credit risk portfolios
• Variability order of the latent and the infectious periods in a deterministic SEIR epidemic model and evaluation of control effectiveness
• On multiply monotone distributions, continuous or discrete, with applications
• Variability for carrier-borne epidemics and Reed-Frost models incorporating uncertainties and dependencies from susceptibles and infectives
• Measuring the impact of dependence between claims occurrences.
• Nonstationarity and randomization in the Reed-Frost epidemic model
• From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital
• Stationary-excess operator and convex stochastic orders
• Time stochastic \(s\)-convexity of claim processes

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