Open Access
2018 Two Sufficient Conditions for Convex Ordering on Risk Aggregation
Dan Zhu, Chuancun Yin
Abstr. Appl. Anal. 2018: 1-5 (2018). DOI: 10.1155/2018/2937895


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.


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Dan Zhu. Chuancun Yin. "Two Sufficient Conditions for Convex Ordering on Risk Aggregation." Abstr. Appl. Anal. 2018 1 - 5, 2018.


Received: 22 October 2017; Accepted: 28 December 2017; Published: 2018
First available in Project Euclid: 17 March 2018

zbMATH: 06929581
MathSciNet: MR3762136
Digital Object Identifier: 10.1155/2018/2937895

Rights: Copyright © 2018 Hindawi

Vol.2018 • 2018
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