IDEAS home Printed from
   My bibliography  Save this article

Parametric stochastic convexity and concavity of stochastic processes


  • Moshe Shaked
  • J. Shanthikumar


No abstract is available for this item.

Suggested Citation

  • Moshe Shaked & J. Shanthikumar, 1990. "Parametric stochastic convexity and concavity of stochastic processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(3), pages 509-531, September.
  • Handle: RePEc:spr:aistmt:v:42:y:1990:i:3:p:509-531
    DOI: 10.1007/BF00049305

    Download full text from publisher

    File URL:
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    1. J. George Shanthikumar & David D. Yao, 1987. "Optimal Server Allocation in a System of Multi-Server Stations," Management Science, INFORMS, vol. 33(9), pages 1173-1180, September.
    2. L. Rüschendorf, 1983. "Solution of a statistical optimization problem by rearrangement methods," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 30(1), pages 55-61, December.
    3. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
    4. Shaked, Moshe & Shanthikumar, J. George, 1987. "Temporal stochastic convexity and concavity," Stochastic Processes and their Applications, Elsevier, vol. 27, pages 1-20.
    Full references (including those not matched with items on IDEAS)


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Xie, Hongmei & Hu, Taizhong, 2010. "Some new results on multivariate dispersive ordering of generalized order statistics," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 964-970, April.
    2. Escudero, Laureano F. & Ortega, Eva-María, 2008. "Actuarial comparisons for aggregate claims with randomly right-truncated claims," Insurance: Mathematics and Economics, Elsevier, vol. 43(2), pages 255-262, October.
    3. Fabrizio Durante, 2009. "Construction of non-exchangeable bivariate distribution functions," Statistical Papers, Springer, vol. 50(2), pages 383-391, March.
    4. Arlotto, Alessandro & Scarsini, Marco, 2009. "Hessian orders and multinormal distributions," Journal of Multivariate Analysis, Elsevier, vol. 100(10), pages 2324-2330, November.
    5. Laureano Escudero & Eva-María Ortega, 2009. "How retention levels influence the variability of the total risk under reinsurance," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(1), pages 139-157, July.
    6. Ortega, Eva-María & Escudero, Laureano F., 2010. "On expected utility for financial insurance portfolios with stochastic dependencies," European Journal of Operational Research, Elsevier, vol. 200(1), pages 181-186, January.
    7. Fco. Javier Martinez de Albeniz Salas & Carlos Rafels Pallarola, 2002. "A Note on Shapleys Convex Measure Games," Working Papers in Economics 91, Universitat de Barcelona. Espai de Recerca en Economia.
    8. Stef Tijs & Rodica Brânzei, 2004. "Various characterizations of convex fuzzy games," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 12(2), pages 399-408, December.
    9. repec:eee:mateco:v:70:y:2017:i:c:p:154-165 is not listed on IDEAS
    10. repec:spr:testjl:v:26:y:2017:i:3:d:10.1007_s11749-017-0527-5 is not listed on IDEAS


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:42:y:1990:i:3:p:509-531. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.