Functional characterizations of bivariate weak SAI with an application
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Publication:495474
DOI10.1016/J.INSMATHECO.2015.05.013zbMATH Open1348.60025OpenAlexW1005771669MaRDI QIDQ495474FDOQ495474
Publication date: 14 September 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.05.013
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)
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Cited In (19)
- On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes
- On coverage limits and deductibles for SAI loss severities
- Increasing convex order of capital allocation with dependent assets under threshold model
- Allocations of cold standbys to series and parallel systems with dependent components
- Ordering properties of generalized aggregation with applications
- Preservation of weak SAI's under increasing transformations with applications
- Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
- Stochastic comparisons of largest claim amount from heterogeneous and dependent insurance portfolios
- ON HETEROGENEITY IN THE INDIVIDUAL MODEL WITH BOTH DEPENDENT CLAIM OCCURRENCES AND SEVERITIES
- Increasing convex order on generalized aggregation of SAI random variables with applications
- Ordering results for individual risk model with dependent Location-Scale claim severities
- Optimal allocation of policy limits in layer reinsurance treaties
- Preservation of weak stochastic arrangement increasing under fixed time left-censoring
- On the increasing convex order of generalized aggregation of dependent random variables
- On asset allocation for a threshold model with dependent returns
- On capital allocation for stochastic arrangement increasing actuarial risks
- Extension of the bivariate characterization for stochastic orders
- ON WEIGHTED K-OUT-OF-N SYSTEMS WITH STATISTICALLY DEPENDENT COMPONENT LIFETIMES
- Bivariate characterization of some stochastic order relations
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