Pages that link to "Item:Q4374014"
From MaRDI portal
The following pages link to Stochastic Orders Generated by Integrals: a Unified Study (Q4374014):
Displayed 50 items.
- When is an integral stochastic order generated by a poset? (Q387939) (← links)
- Multidimensional inequality comparisons: a compensation perspective (Q435905) (← links)
- Hessian orders and multinormal distributions (Q1036796) (← links)
- A class of bivariate stochastic orderings, with applications in actuarial sciences (Q1293810) (← links)
- Extremal generators and extremal distributions for the continuous \(s\)-convex stochastic orderings (Q1302126) (← links)
- Stop-loss order for portfolios of dependent risks (Q1381453) (← links)
- Laplace transform ordering of actuarial quantities. (Q1413285) (← links)
- Copula convergence theorems for tail events. (Q1413327) (← links)
- Some results on ruin probabilities in a two-dimensional risk model. (Q1413403) (← links)
- Expected utility theory without the completeness axiom. (Q1427500) (← links)
- Some remarks on the supermodular order (Q1570292) (← links)
- Time stochastic \(s\)-convexity of claim processes (Q1584516) (← links)
- Expectiles, omega ratios and stochastic ordering (Q1617323) (← links)
- A stochastic order for the analysis of investments affected by the time value of money (Q1622512) (← links)
- Stochastic orders to approach investments in condor financial derivatives (Q1708364) (← links)
- Smooth generators of integral stochastic orders. (Q1872366) (← links)
- Concentration order on a metric space, with some statistical applications (Q1962128) (← links)
- Stochastic bounds on sums of dependent risks (Q1962818) (← links)
- On the waiting times in queues with dependency between interarrival and service times (Q1970427) (← links)
- From unidimensional to multidimensional inequality: a review (Q1985869) (← links)
- Risk aggregation with dependence uncertainty (Q2015478) (← links)
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471) (← links)
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution (Q2196130) (← links)
- A model of social welfare improving transfers (Q2231397) (← links)
- The family of alpha,[a,b] stochastic orders: risk vs. expected value (Q2237883) (← links)
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications (Q2237920) (← links)
- Optimal dividend payments for a two-dimensional insurance risk process (Q2323675) (← links)
- Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results (Q2378637) (← links)
- A note on the family of extremality stochastic orders (Q2446004) (← links)
- Supermodular functions on finite lattices (Q2494395) (← links)
- Integral trimmed regions (Q2581833) (← links)
- A STOCHASTIC ORDERING FOR RANDOM VARIABLES WITH APPLICATIONS (Q2810407) (← links)
- De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process (Q3006673) (← links)
- Orderings and Probability Functionals Consistent with Preferences (Q3395730) (← links)
- Characterizations of Aging Classes in Terms of Spacings Between Record Values (Q3548757) (← links)
- Stochastic Orderings of Convex-Type for Discrete Bivariate Risks (Q4258730) (← links)
- Zonoids, linear dependence, and size-biased distributions on the simplex (Q4454103) (← links)
- General convex order on risk aggregation (Q4575373) (← links)
- Supermodular Order and Lundberg Exponents (Q4780927) (← links)
- S -Convex Extrema, Taylor-Type Expansions and Stochastic Approximations (Q4780929) (← links)
- Stochastic orderings of multivariate elliptical distributions (Q4997205) (← links)
- Comparison of the multivariate skew-normal random vectors based on the integral stochastic ordering (Q5079131) (← links)
- Stochastic inequalities based on Cobb-Douglas utility functions (Q5244248) (← links)
- Duality Theory and Transfers for Stochastic Order Relations (Q5251214) (← links)
- Bisimulation for Markov Decision Processes through Families of Functional Expressions (Q5418971) (← links)
- Positive Dependence and Weak Convergence (Q5488987) (← links)
- On stochastic orders defined by other stochastic orders and transformations of probabilities (Q5881592) (← links)
- Comparison of individual risk models (Q5938025) (← links)
- On the stop-loss and total variation distances between random sums (Q5952081) (← links)
- Nonlinear continuous semimartingales (Q6136833) (← links)