Extremal moment methods and stochastic orders. Application in actuarial science.
Hürlimann, Werner (2008)
Boletín de la Asociación Matemática Venezolana
Similarity:
Hürlimann, Werner (2008)
Boletín de la Asociación Matemática Venezolana
Similarity:
Abdul-Hadi N. Ahmed (1990)
Trabajos de Estadística
Similarity:
Several new multivariate negative dependence concepts such as negative upper orthant dependent in sequence, negatively associated in sequence, right tail negatively decreasing in sequence and upper (lower) negatively decreasing in sequence through stochastic ordering are introduced. These concepts conform with the basic idea that if a set of random variables is split into two sets, then one is increasing whenever the other is decreasing. Our concepts are easily verifiable and enjoy many...
F. Belzunce (2010)
Boletín de Estadística e Investigación Operativa. BEIO
Similarity:
Tong, Y.L. (1997)
Journal of Inequalities and Applications [electronic only]
Similarity:
Janković, Slobodanka (1987)
Publications de l'Institut Mathématique. Nouvelle Série
Similarity:
Hürlimann, Werner (2003)
Journal of Applied Mathematics
Similarity:
Chi-Kwong Li, Wing-Keung Wong (1999)
RAIRO - Operations Research - Recherche Opérationnelle
Similarity:
Egozcue, Martín, García, Luis Fuentes, Wong, Wing-Keung, Zitikis, Ričardas (2010)
Journal of Inequalities and Applications [electronic only]
Similarity:
de Finetti, Bruno (2008)
Journal Électronique d'Histoire des Probabilités et de la Statistique [electronic only]
Similarity:
Héctor M. Ramos Romero, Miguel Angel Sordo Díaz (2002)
Qüestiió
Similarity:
The generalized Lorenz order and the absolute Lorenz order are used in economics to compare income distributions in terms of social welfare. In Section 2, we show that these orders are equivalent to two stochastic orders, the concave order and the dilation order, which are used to compare the dispersion of probability distributions. In Section 3, a sufficient condition for the absolute Lorenz order, which is often easy to verify in practice, is presented. This condition is applied in...
Martín Egozcue, Luis García, Wing-Keung Wong, Ričardas Zitikis (2011)
Open Mathematics
Similarity:
We show that Grüss-type probabilistic inequalities for covariances can be considerably sharpened when the underlying random variables are quadrant dependent in expectation (QDE). The herein established covariance bounds not only sharpen the classical Grüss inequality but also improve upon recently derived Grüss-type bounds under the assumption of quadrant dependency (QD), which is stronger than QDE. We illustrate our general results with examples based on specially devised bivariate...
Nadarajah, Saralees, Gupta, Arjun K. (2005)
International Journal of Mathematics and Mathematical Sciences
Similarity: