Generalized increasing convex and directionally convex orders
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Note: In : Journal of Applied Probability, vol. 47, no. 1, p. 264-276 (2010)
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Cited by:
- Christoph Heinzel, 2014. "Term structure of discount rates under multivariate s-ordered consumption growth," Working Papers SMART 14-01, INRAE UMR SMART.
- Mesfioui, Mhamed & Denuit, Michel, 2014. "Comonotonicity, orthant convex order and sums of random variables," LIDAM Discussion Papers ISBA 2014002, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Michel M. Denuit & Mhamed Mesfioui, 2016. "Multivariate Higher-Degree Stochastic Increasing Convexity," Journal of Theoretical Probability, Springer, vol. 29(4), pages 1599-1623, December.
- Denuit, Michel M. & Mesfioui, Mhamed, 2017. "Preserving the Rothschild–Stiglitz type increase in risk with background risk: A characterization," Insurance: Mathematics and Economics, Elsevier, vol. 72(C), pages 1-5.
- He, Junnan & Tang, Qihe & Zhang, Huan, 2016. "Risk reducers in convex order," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 80-88.
- Sordo, Miguel A., 2016. "A multivariate extension of the increasing convex order to compare risks," Insurance: Mathematics and Economics, Elsevier, vol. 68(C), pages 224-230.
- Denuit, Michel & Mesfioui, Mhamed, 2012. "A sufficient condition of crossing-type for the bivariate orthant convex order," LIDAM Discussion Papers ISBA 2012028, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Muller, Christophe & Trannoy, Alain, 2012. "Multidimensional inequality comparisons: A compensation perspective," Journal of Economic Theory, Elsevier, vol. 147(4), pages 1427-1449.
- Mesfioui, Mhamed & Denuit, Michel M., 2015. "Comonotonicity, orthant convex order and sums of random variables," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 356-364.
- Francesco Andreoli & Claudio Zoli, 2020. "From unidimensional to multidimensional inequality: a review," METRON, Springer;Sapienza Università di Roma, vol. 78(1), pages 5-42, April.
- J. M. Fernández-Ponce & M. R. Rodríguez-Griñolo, 2017. "New properties of the orthant convex-type stochastic orders," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 26(3), pages 618-637, September.
- Denuit, Michel & Mesfioui, Mhamed, 2013. "A sufficient condition of crossing type for the bivariate orthant convex order," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 157-162.
- Denuit, Michel & Mesfioui, Mhamed, 2013. "Multivariate higher-degree stochastic increasing convexity," LIDAM Discussion Papers ISBA 2013016, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
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