Two Sufficient Conditions for Convex Ordering on Risk Aggregation
Joint Authors
Source
Issue
Vol. 2018, Issue 2018 (31 Dec. 2018), pp.1-5, 5 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2018-02-01
Country of Publication
Egypt
No. of Pages
5
Main Subjects
Abstract EN
We define new stochastic orders in higher dimensions called weak correlation orders.
It is shown that weak correlation orders imply stop-loss order of sums of multivariate dependent risks with the same marginals.
Moreover, some properties and relations of stochastic orders are discussed.
American Psychological Association (APA)
Zhu, Dan& Yin, Chuancun. 2018. Two Sufficient Conditions for Convex Ordering on Risk Aggregation. Abstract and Applied Analysis،Vol. 2018, no. 2018, pp.1-5.
https://search.emarefa.net/detail/BIM-1114260
Modern Language Association (MLA)
Zhu, Dan& Yin, Chuancun. Two Sufficient Conditions for Convex Ordering on Risk Aggregation. Abstract and Applied Analysis No. 2018 (2018), pp.1-5.
https://search.emarefa.net/detail/BIM-1114260
American Medical Association (AMA)
Zhu, Dan& Yin, Chuancun. Two Sufficient Conditions for Convex Ordering on Risk Aggregation. Abstract and Applied Analysis. 2018. Vol. 2018, no. 2018, pp.1-5.
https://search.emarefa.net/detail/BIM-1114260
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1114260
