Stochastic comparisons of aggregate claim amounts under Archimedean copula
From MaRDI portal
Cites work
- A comparison between homogeneous and heterogeneous portfolios.
- A note on multivariate stochastic comparisons of Bernoulli random variables
- An introduction to copulas.
- Barlow and Proschan principle for coherent systems with statistically dependent component and redundancy lifetimes
- Comparison methods for stochastic models and risks
- Comparison of aggregation, minimum and maximum of two risky portfolios with dependent claims
- Comparison of extreme order statistics from two sets of heterogeneous dependent random variables under random shocks
- Comparisons on aggregate risks from two sets of heterogeneous portfolios
- Convex orders for linear combinations of random variables
- Generalized likelihood ratio method for stochastic models with uniform random numbers as inputs
- Heterogeneity and the need for capital in the individual model
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- Inequalities: theory of majorization and its applications
- On stochastic comparison between aggregate claim amounts
- On the convolution of heterogeneous Bernoulli random variables
- Ordering properties of order statistics from random variables of Archimedean copulas with applications
- Some Inequalities of Linear Combinations of Independent Random Variables. I.
- Some inequalities of linear combinations of independent random variables. II
- Some properties of convex and increasing convex orders under Archimedean copula
- Some properties of usual stochastic order under Archimedean copula
- Stochastic comparison of aggregate claim amounts between two heterogeneous portfolios and its applications
- Stochastic comparisons of order statistics from heterogeneous random variables with Archimedean copula
- Stochastic comparisons of order statistics from scaled and interdependent random variables
- Stochastic comparisons on sample extremes of dependent and heterogenous observations
- Stochastic orders
- Usual stochastic ordering of the sample maxima from dependent distribution‐free random variables
This page was built for publication: Stochastic comparisons of aggregate claim amounts under Archimedean copula
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6907555)
