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Statistics and Probability Letters
Volumn 76, Issue 3, 2006, Pages 231-243
On risk dependence and mrl ordering
Author keywords

Concordance ordering; Decreasing mean residual life time; Fr chet bounds; Mean residual life time; Supermodular ordering
Indexed keywords

EID: 30344473260     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2005.07.012     Document Type: Article
Times cited : (9)
References (14)
  • 1
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    • N. Bäuerle A. Müller Modeling and comparing dependencies in multivariate risk portfolios ASTIN Bull. 28 1998 59-76
    • (1998) ASTIN Bull. , vol.28 , pp. 59-76
    • Bäuerle, N.1    Müller, A.2
  • 2
    • 0011834741 scopus 로고
    • Fréchet classes and compatibility of distribution functions
    • Academic Press, London
    • Dall'Aglio, G., 1972. Fréchet classes and compatibility of distribution functions. In: Symposia Mathematica, vol. IX. Academic Press, London, pp. 131-150.
    • (1972) Symposia Mathematica , vol.9 , pp. 131-150
    • Dall'Aglio, G.1
  • 3
    • 0001817548 scopus 로고    scopus 로고
    • The safest dependence structure among risks
    • J. Dhaene M. Denuit The safest dependence structure among risks Insurance Math. Econom. 25 1999 11-21
    • (1999) Insurance Math. Econom. , vol.25 , pp. 11-21
    • Dhaene, J.1    Denuit, M.2
  • 4
    • 85011519651 scopus 로고    scopus 로고
    • Dependency risks and stop-loss order
    • J. Dhaene M.J. Goovaerts Dependency risks and stop-loss order ASTIN Bull. 26 1996 201-212
    • (1996) ASTIN Bull. , vol.26 , pp. 201-212
    • Dhaene, J.1    Goovaerts, M.J.2
  • 5
    • 0031138591 scopus 로고    scopus 로고
    • On the dependency of risks in the individual life model
    • J. Dhaene M.J. Goovaerts On the dependency of risks in the individual life model Insurance Math. Econom. 19 1997 243-253
    • (1997) Insurance Math. Econom. , vol.19 , pp. 243-253
    • Dhaene, J.1    Goovaerts, M.J.2
  • 6
    • 0001462158 scopus 로고
    • Mean residual life and increasing convex comparison of shock models
    • E. Fagiuoli F. Pellerey Mean residual life and increasing convex comparison of shock models Statist. Probab. Lett. 20 1994 337-345
    • (1994) Statist. Probab. Lett. , vol.20 , pp. 337-345
    • Fagiuoli, E.1    Pellerey, F.2
  • 7
    • 0041364664 scopus 로고    scopus 로고
    • Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals
    • E. Frostig Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals Insurance Math. Econom. 29 2001 319-332
    • (2001) Insurance Math. Econom. , vol.29 , pp. 319-332
    • Frostig, E.1
  • 8
    • 0000447771 scopus 로고    scopus 로고
    • On dependence of risks and stop-loss premiums
    • T. Hu Z. Wu On dependence of risks and stop-loss premiums Insurance Math. Econom. 24 1999 323-332
    • (1999) Insurance Math. Econom. , vol.24 , pp. 323-332
    • Hu, T.1    Wu, Z.2
  • 11
    • 0001767296 scopus 로고
    • Partial orderings under cumulative damage shock models
    • F. Pellerey Partial orderings under cumulative damage shock models Adv. Appl. Probab. 25 1993 939-946
    • (1993) Adv. Appl. Probab. , vol.25 , pp. 939-946
    • Pellerey, F.1
  • 12
    • 30344437937 scopus 로고
    • Correction to "Partial orderings under cumulative damage shock models" (1993)
    • F. Pellerey Correction to "Partial orderings under cumulative damage shock models" (1993) Adv. Appl. Probab. 26 1994 280
    • (1994) Adv. Appl. Probab. , vol.26 , pp. 280
    • Pellerey, F.1
  • 14
    • 0000925325 scopus 로고
    • Inequalities for distributions with given marginals
    • A.H. Tchen Inequalities for distributions with given marginals Ann. Probab. 8 1980 814-827
    • (1980) Ann. Probab. , vol.8 , pp. 814-827
    • Tchen, A.H.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.