Some new classes of stochastic order relations among arithmetic random variables, with applications in actuarial sciences

A class of bivariate stochastic ordering

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

✍ Michel Denuit; Claude Lefèvre; M’hamed Mesfioui 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 188 KB

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, t