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On measures of concordance.

Marco Scarsini — 1984

Stochastica

We give a general definition of concordance and a set of axioms for measures of concordance. We then consider a family of measures satisfying these axioms. We compare our results with known results, in the discrete case.

Convex orderings for stochastic processes

Bruno BassanMarco Scarsini — 1991

Commentationes Mathematicae Universitatis Carolinae

We consider partial orderings for stochastic processes induced by expectations of convex or increasing convex (concave or increasing concave) functionals. We prove that these orderings are implied by the analogous finite dimensional orderings.

Finite row-column exchangeable arrays

Bruno BassanMarco Scarsini — 1998

Commentationes Mathematicae Universitatis Carolinae

We generalize well known results about the extendibility of finite exchangeable sequences and provide necessary conditions for finite and infinite extendibility of a finite row-column exchangeable array. These conditions depend in a simple way on the correlation matrix of the array.

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