Some Remarks on the Supermodular Order
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References listed on IDEAS
- Joe, Harry, 1990. "Multivariate concordance," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 12-30, October.
- Shaked, Moshe & Shanthikumar, J. George, 1997. "Supermodular Stochastic Orders and Positive Dependence of Random Vectors," Journal of Multivariate Analysis, Elsevier, vol. 61(1), pages 86-101, April.
- Muller, Alfred, 1997. "Stop-loss order for portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 219-223, December.
- Block, Henry W. & Sampson, Allan R., 1988. "Conditionally ordered distributions," Journal of Multivariate Analysis, Elsevier, vol. 27(1), pages 91-104, October.
More about this item
Keywordsdependence orders; supermodular order; L-superadditive functions; weak convergence; concordance;
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