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A concept of negative dependence using stochastic ordering

Citations

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Cited by:

  1. Cai, Jun & Wei, Wei, 2012. "Optimal reinsurance with positively dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 57-63.
  2. Yuyu Chen & Seva Shneer, 2024. "Risk aggregation and stochastic dominance for a class of heavy-tailed distributions," Papers 2408.15033, arXiv.org, revised May 2025.
  3. Franco Pellerey & Jorge Navarro, 2022. "Stochastic monotonicity of dependent variables given their sum," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(2), pages 543-561, June.
  4. Cai, Jun & Wei, Wei, 2012. "On the invariant properties of notions of positive dependence and copulas under increasing transformations," Insurance: Mathematics and Economics, Elsevier, vol. 50(1), pages 43-49.
  5. Alfred Müller & Marco Scarsini, 2001. "Stochastic Comparison of Random Vectors with a Common Copula," Mathematics of Operations Research, INFORMS, vol. 26(4), pages 723-740, November.
  6. Colangelo, Antonio & Scarsini, Marco & Shaked, Moshe, 2005. "Some notions of multivariate positive dependence," Insurance: Mathematics and Economics, Elsevier, vol. 37(1), pages 13-26, August.
  7. Chenguang (Allen) Wu & Achal Bassamboo & Ohad Perry, 2019. "Service System with Dependent Service and Patience Times," Management Science, INFORMS, vol. 65(3), pages 1151-1172, March.
  8. Qi-Man Shao, 2000. "A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables," Journal of Theoretical Probability, Springer, vol. 13(2), pages 343-356, April.
  9. Nicole Bauerle & Alexander Glauner, 2017. "Optimal Risk Allocation in Reinsurance Networks," Papers 1711.10210, arXiv.org.
  10. Ortega-Jiménez, P. & Sordo, M.A. & Suárez-Llorens, A., 2021. "Stochastic orders and multivariate measures of risk contagion," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 199-207.
  11. Patricia Ortega-Jiménez & Miguel A. Sordo & Alfonso Suárez-Llorens, 2021. "Stochastic Comparisons of Some Distances between Random Variables," Mathematics, MDPI, vol. 9(9), pages 1-14, April.
  12. Bäuerle, Nicole & Glauner, Alexander, 2018. "Optimal risk allocation in reinsurance networks," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 37-47.
  13. Daduna, Hans & Szekli, Ryszard, 1996. "A queueing theoretical proof of increasing property of Polya frequency functions," Statistics & Probability Letters, Elsevier, vol. 26(3), pages 233-242, February.
  14. Diwakar Gupta & Yigal Gerchak, 2002. "Quantifying Operational Synergies in a Merger/Acquisition," Management Science, INFORMS, vol. 48(4), pages 517-533, April.
  15. Chen, Yuyu & Embrechts, Paul & Wang, Ruodu, 2025. "Risk exchange under infinite-mean Pareto models," Insurance: Mathematics and Economics, Elsevier, vol. 124(C).
  16. Yuyu Chen & Paul Embrechts & Ruodu Wang, 2025. "Technical Note—An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification," Operations Research, INFORMS, vol. 73(3), pages 1336-1344, May.
  17. Taras Bodnar & Thorsten Dickhaus, 2017. "On the Simes inequality in elliptical models," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 69(1), pages 215-230, February.
  18. Liyuan Lin & Ruodu Wang & Ruixun Zhang & Chaoyi Zhao, 2024. "The checkerboard copula and dependence concepts," Papers 2404.15023, arXiv.org, revised Feb 2025.
  19. Chen Li & Xiaohu Li, 2018. "Preservation of increasing convex/concave order under the formation of parallel/series system of dependent components," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 81(4), pages 445-464, May.
  20. Block, Henry W. & Savits, Thomas H. & Wang, Jie & Sarkar, Sanat K., 2013. "The multivariate-t distribution and the Simes inequality," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 227-232.
  21. Sordo, Miguel A. & Suárez-Llorens, Alfonso & Bello, Alfonso J., 2015. "Comparison of conditional distributions in portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 61(C), pages 62-69.
  22. Jean-Gabriel Lauzier & Liyuan Lin & Ruodu Wang, 2023. "Pairwise counter-monotonicity," Papers 2302.11701, arXiv.org, revised May 2023.
  23. Yuyu Chen & Paul Embrechts & Ruodu Wang, 2024. "Risk exchange under infinite-mean Pareto models," Papers 2403.20171, arXiv.org, revised Jun 2025.
  24. Saumard, Adrien & Wellner, Jon A., 2018. "Efron’s monotonicity property for measures on R2," Journal of Multivariate Analysis, Elsevier, vol. 166(C), pages 212-224.
  25. Lauzier, Jean-Gabriel & Lin, Liyuan & Wang, Ruodu, 2023. "Pairwise counter-monotonicity," Insurance: Mathematics and Economics, Elsevier, vol. 111(C), pages 279-287.
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