Supermodular Comparison of Time-to-Ruin Random Vectors
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DOI: 10.1007/s11009-006-9004-4
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Cited by:
- Castañer, A. & Claramunt, M.M. & Lefèvre, C., 2013. "Survival probabilities in bivariate risk models, with application to reinsurance," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 632-642.
- Nicole Bäuerle & Anja Blatter & Alfred Müller, 2008. "Dependence properties and comparison results for Lévy processes," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 67(1), pages 161-186, February.
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Keywords
ruin theory; association; orthant orders; conditional increasingness; supermodular order;All these keywords.
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