• Title of article

    A class of bivariate stochastic orderings, with applications in actuarial sciences

  • Author/Authors

    Denuit، نويسنده , , Michel and Lefèvre، نويسنده , , Claude and Mesfioui، نويسنده , , M’hamed، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    20
  • From page
    31
  • To page
    50
  • Abstract
    This paper is concerned with the bivariate extension of a wide class of univariate orderings said to be of convex-type. Attention is paid to random vectors valued in a rectangle or an orthant of the real plane. Various orderings used in probability and statistics (such as the stochastic dominance, the upper orthant order, the orthant convex order, the correlation order and the supermodular order) can be seen as particular cases. The practical applications of these orderings seem to be very promising, especially in actuarial sciences.
  • Keywords
    Bivariate stochastic orderings , Orderings of convex-type , Positive and negative dependence , Bivariate higher degree convex functions
  • Journal title
    Insurance Mathematics and Economics
  • Serial Year
    1999
  • Journal title
    Insurance Mathematics and Economics
  • Record number

    1544331