Two Sufficient Conditions for Convex Ordering on Risk Aggregation

Abstract and applied analysis

Dan Zhu^1¹ 

[1] School of Statistics, Qufu Normal University, Shandong 273165, China^1

DOI  :  10.1155/2018/2937895

学科分类：数学（综合）

来源: Hindawi Publishing Corporation

【 摘 要 】

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.

【 授权许可】

CC BY