Stochastic Comparison of Random Vectors with a Common Copula
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(69)- Multivariate dispersive ordering of spacings of generalized order statistics
- Hessian orders and multinormal distributions
- On the interplay between variability and negative dependence for bivariate distributions.
- VaR bounds in models with partial dependence information on subgroups
- Dependence properties of conditional distributions of some copula models
- Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components
- Multidimensional Pigou-Dalton transfers and social evaluation functions
- Optimal strategies under omega ratio
- Some stochastic orders of Kotz-type distributions
- Archimedean copulae and positive dependence
- Optimal risk allocation in reinsurance networks
- Smooth generators of integral stochastic orders.
- Some counterexamples in positive dependence
- From unidimensional to multidimensional inequality: a review
- Stochastic monotonicity and the Markov product for copulas
- Sklar's theorem, copula products, and ordering results in factor models
- Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios
- Insurance with heterogeneous preferences
- The key role of convexity in some copula constructions
- Increasing concave orderings of linear combinations of order statistics with applications to social welfare
- Linear orderings of the scale mixtures of the multivariate skew-normal distribution
- A modified version of stochastic dominance involving dependence
- Ordering results for elliptical distributions with applications to risk bounds
- Dependence in elliptical partial correlation graphs
- Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications
- Some new results on multivariate dispersive ordering of generalized order statistics
- Comparison of conditional distributions in portfolios of dependent risks
- On a family of risk measures based on largest claims
- Optimal insurance under multiple sources of risk with positive dependence
- A note on the family of extremality stochastic orders
- On multivariate dispersion orderings based on the standard construction
- Some notions of multivariate positive dependence
- Dependence, dispersiveness, and multivariate hazard rate ordering
- New multivariate aging notions based on the corrected orthant and the standard construction
- Pricing CDOs with state-dependent stochastic recovery rates
- A multivariate extension of the increasing convex order to compare risks
- REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS
- Variability for carrier-borne epidemics and Reed-Frost models incorporating uncertainties and dependencies from susceptibles and infectives
- STOCHASTIC ORDERING OF A CLASS OF SYMMETRIC DISTRIBUTIONS
- Comparison of increasing directionally convex transformations of random vectors with a common copula
- Fear of loss, inframodularity, and transfers
- Preservation of positive and negative orthant dependence concepts under mixtures and applications
- Comparison of multivariate risks and positive dependence
- Risk aversion in regulatory capital principles
- Optimal reinsurance under the risk-adjusted value of an insurer's liability and an economic reinsurance premium principle
- Stochastic comparisons for rooted butterfly networks and tree networks, with random environments
- Positive Dependence and Weak Convergence
- Some stochastic properties of conditionally dependent frailty models
- Stochastic comparisons of multivariate reversed frailty model
- Risk aggregation with FGM copulas
- Supermodular and directionally convex comparison results for general factor models
- A characterization of the multivariate excess wealth ordering
- Recent issues on stochastic directional convexity, and new results on the analysis of systems for communication, information, time scales and maintenance
- Dependence properties of bivariate copula families
- A variance-based importance index for systems with dependent components
- TVaR-based capital allocation with copulas
- Stochastic comparisons for time transformed exponential models
- Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
- Comparison results for positive supermodular dependent Markov tree distributions
- Convex combinations of quadrant dependent copulas
- Pricing insurance contracts with an existing portfolio as background risk
- Relations between risk-averse models in extended two-stage stochastic optimization
- Measures of risk
- Positivity in linear Gaussian structural equation models
- Increasing directionally convex orderings of random vectors having the same copula, and their use in comparing ordered data
- Ruin-based risk measures in discrete-time risk models
- How retention levels influence the variability of the total risk under reinsurance
- Construction of non-exchangeable bivariate distribution functions
- Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence
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