Comparing sums of exchangeable Bernoulli random variables
From MaRDI portal
Publication:4891663
Recommendations
- A note on multivariate stochastic comparisons of Bernoulli random variables
- Stochastic comparison of multivariate random sums
- A stochastic ordering of partial sums of independent random variables and of some random processes
- Some partial orderings of exchangeable random variables by positive dependence
- Comparing sums of independent bounded random variables and sums of Bernoulli random variables
Cited in
(28)- Risk models in insurance and epidemics: a bridge through randomized polynomials
- 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.
- 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
- Stationary-excess operator and convex stochastic orders
- From deterministic to stochastic surrender risk models: impact of correlation crises on economic capital
- Time stochastic s-convexity of claim processes
This page was built for publication: Comparing sums of exchangeable Bernoulli random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4891663)
