Functional characterizations of bivariate weak SAI with an application
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Publication:495474
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Cites work
- scientific article; zbMATH DE number 3864304 (Why is no real title available?)
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Cited in
(19)- On asset allocation for a threshold model with dependent returns
- Preservation of weak SAI's under increasing transformations with applications
- On coverage limits and deductibles for SAI loss severities
- Bivariate characterization of some stochastic order relations
- Preservation of weak stochastic arrangement increasing under fixed time left-censoring
- Increasing convex order on generalized aggregation of SAI random variables with applications
- On the increasing convex order of generalized aggregation of dependent random variables
- On capital allocation for stochastic arrangement increasing actuarial risks
- ON WEIGHTED K-OUT-OF-N SYSTEMS WITH STATISTICALLY DEPENDENT COMPONENT LIFETIMES
- Increasing convex order of capital allocation with dependent assets under threshold model
- Extension of the bivariate characterization for stochastic orders
- Allocations of cold standbys to series and parallel systems with dependent components
- On heterogeneity in the individual model with both dependent claim occurrences and severities
- Ordering properties of generalized aggregation with applications
- On redundant weighted voting systems with components having stochastic arrangement increasing lifetimes
- Ordering results for individual risk model with dependent Location-Scale claim severities
- 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
- Optimal allocation of policy limits in layer reinsurance treaties
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