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Two Sufficient Conditions for Convex Ordering on Risk Aggregation

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  • Dan Zhu
  • Chuancun Yin

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 same marginals. Moreover, some properties and relations of stochastic orders are discussed.

Suggested Citation

  • Dan Zhu & Chuancun Yin, 2018. "Two Sufficient Conditions for Convex Ordering on Risk Aggregation," Abstract and Applied Analysis, Hindawi, vol. 2018, pages 1-5, February.
    • Handle: RePEc:hin:jnlaaa:2937895
    DOI: 10.1155/2018/2937895
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