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Two Sufficient Conditions for Convex Ordering on Risk Aggregation
oleh: Dan Zhu, Chuancun Yin
Format: | Article |
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Diterbitkan: | Hindawi Limited 2018-01-01 |
Deskripsi
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.