Two Sufficient Conditions for Convex Ordering on Risk Aggregation
Work
Year: 2018
Type: article
Abstract: 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 sam... more
Source: Abstract and Applied Analysis
Authors Dan Zhu, Chuancun Yin
Institution Qufu Normal University
Cites: 18
Cited by: 3
Related to: 10
FWCI: 0.577
Citation percentile (by year/subfield): 58.7
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: gold
APC paid (est): $1,025
Funders National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China, National Natural Science Foundation of China
Grant IDS ZR2014AM021, 11501319, ZR2015AL013, 11571198, 2015M582064