Pages that link to "Item:Q1345402"
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The following pages link to Stochastic ordering and dependence in applied probability (Q1345402):
Displaying 50 items.
- Stochastic comparisons for rooted butterfly networks and tree networks, with random environments (Q545342) (← links)
- A new method for bounding the distance between sums of independent integer-valued random variables (Q607603) (← links)
- Stability of \(L\)-statistics from weakly dependent observations (Q633058) (← links)
- Robust stochastic dominance and its application to risk-averse optimization (Q849327) (← links)
- \(M/M/1\) queueing systems with inventory (Q851245) (← links)
- Confidence estimation for tolerance intervals (Q853837) (← links)
- Networks in labor markets: Wage and employment dynamics and inequality (Q869848) (← links)
- Comparison of semimartingales and Lévy processes (Q879255) (← links)
- Stochastic dominance and statistical preference for random variables coupled by an Archimedean copula or by the Fréchet-Hoeffding upper bound (Q900809) (← links)
- Optimization with multivariate stochastic dominance constraints (Q959965) (← links)
- Stochastic relations of random variables and processes (Q975329) (← links)
- Poisson approximation of the mixed Poisson distribution with infinitely divisible mixing law (Q1036712) (← links)
- On the expectations of maxima of sets of independent random variables (Q1038427) (← links)
- Idempotent version of the Fréchet contingency array problem (Q1040914) (← links)
- A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
- The superposition of alternating on-off flows and a fluid model (Q1296744) (← links)
- The advantage of small machines in a stochastic fluid production process (Q1298758) (← links)
- Inequalities for the probability content of a rotated ellipse and related stochastic domination results (Q1379724) (← links)
- Dependence structure of sojourn times via partition separated ordering (Q1412712) (← links)
- Risk management in credit risk portfolios with correlated assets. (Q1413309) (← links)
- Compound geometric residual lifetime distributions and the deficit at ruin. (Q1413328) (← links)
- A connection between supermodular ordering and positive/negative association. (Q1421866) (← links)
- New order preserving properties of geometric compounds. (Q1423131) (← links)
- On class \(\mathcal L\), class \(\mathcal G\) and compound distributions in reliability. (Q1424468) (← links)
- Some remarks on the supermodular order (Q1570292) (← links)
- Impact of dependence among multiple claims in a single loss (Q1584517) (← links)
- Risk and duality in multidimensions (Q1613646) (← links)
- Weighted sampling without replacement (Q1668054) (← links)
- On total positivity of exchangeable random variables obtained by symmetrization, with applications to failure-dependent lifetimes (Q1755116) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- Smooth generators of integral stochastic orders. (Q1872366) (← links)
- Concentration order on a metric space, with some statistical applications (Q1962128) (← links)
- Exponential inequality for associated random variables (Q1962226) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- Extremal \(GI/GI/1\) queues given two moments: exploiting Tchebycheff systems (Q2052432) (← links)
- Unreliable M/G/1 retrial queue: Monotonicity and comparability (Q2268768) (← links)
- Erlang loss bounds for OT-ICU systems (Q2269499) (← links)
- A note on the convexity of ruin probabilities (Q2397848) (← links)
- Stochastic inequalities for the queue model \(\mathrm{M}/\mathrm{G}/1/1\) with retrials (Q2404148) (← links)
- Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains (Q2404176) (← links)
- Opportunistic maintenance for multi-component shock models (Q2474558) (← links)
- Improving the precision of model parameters using model based signal enhancement and the linear minimal model following an IVGTT in the healthy man (Q2474871) (← links)
- Dependence properties and comparison results for Lévy processes (Q2482691) (← links)
- Optimization with Multivariate Stochastic Dominance Constraints (Q2954390) (← links)
- Augmented Lagrangian Methods for Solving Optimization Problems with Stochastic-Order Constraints (Q2957468) (← links)
- EXPONENTIAL DOMINANCE AND UNCERTAINTY FOR WEIGHTED RESIDUAL LIFE MEASURES (Q3000397) (← links)
- Comparisons and asymptotics for empty space hazard functions of germ-grain models (Q3111050) (← links)
- ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS (Q3370591) (← links)
- On Stop-Loss Order and the Distortion Pricing Principle (Q3395502) (← links)
- Dependence structure of generalized order statistics (Q3409019) (← links)
