General Marshall–Olkin Models, Dependence Orders, and Comparisons of Environmental Processes
From MaRDI portal
Publication:5272898
DOI10.1007/978-3-319-19039-6_4zbMath1365.60081OpenAlexW824297876MaRDI QIDQ5272898
Franco Pellerey, Esther Frostig
Publication date: 5 July 2017
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-19039-6_4
Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Processes in random environments (60K37)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Characterization of a Marshall-Olkin type class of distributions
- Generalized Marshall-Olkin distributions and related bivariate aging properties
- Comparisons of concordance in additive models
- An introduction to copulas.
- Stochastic orders
- Supermodular stochastic orders and positive dependence of random vectors
- Stop-loss order for portfolios of dependent risks
- Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals.
- Ordering ruin probabilities for dependent claim streams.
- Multivariate generalized Marshall-Olkin distributions and copulas
- Supermodular comparison of time-to-ruin random vectors
- Majorization of Weighted Trees: A New Tool to Study Correlated Stochastic Systems
- Structural Analysis of a Queueing System with Multiclasses of Correlated Arrivals and Blocking
- CONVEX COMPARISONS FOR RANDOM SUMS IN RANDOM ENVIRONMENTS AND APPLICATIONS
- Rough descriptions of ruin for a general class of surplus processes
- Comparison of multivariate risks and positive dependence
- Stochastic Comparisons of Symmetric Supermodular Functions of Heterogeneous Random Vectors
- A Multivariate Exponential Distribution
- QUANTIFYING THE IMPACT OF PARTIAL INFORMATION ON SHARPE RATIO OPTIMIZATION
