On the correlation order
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- Dhaene, Jan & Goovaerts, Marc J., 1996. "Dependency of Risks and Stop-Loss Order1," ASTIN Bulletin, Cambridge University Press, vol. 26(2), pages 201-212, November.
- Hürlimann, Werner, 1993. "Bivariate distributions with diatomic conditionals and stop-loss transforms of random sums," Statistics & Probability Letters, Elsevier, vol. 17(4), pages 329-335, July.
- Muller, Alfred, 1997. "Stop-loss order for portfolios of dependent risks," Insurance: Mathematics and Economics, Elsevier, vol. 21(3), pages 219-223, December.
- Lu, Tong-Yu & Yi, Zhang, 2004. "Generalized correlation order and stop-loss order," Insurance: Mathematics and Economics, Elsevier, vol. 35(1), pages 69-76, August.
- Christofides, Tasos C. & Vaggelatou, Eutichia, 2004. "A connection between supermodular ordering and positive/negative association," Journal of Multivariate Analysis, Elsevier, vol. 88(1), pages 138-151, January.
- Denuit, Michel & Dhaene, Jan & Ribas, Carmen, 2001. "Does positive dependence between individual risks increase stop-loss premiums?," Insurance: Mathematics and Economics, Elsevier, vol. 28(3), pages 305-308, June.
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Keywords
Correlation order Supermodular Supermodular order PSMD NSMD;Statistics
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