Article ID Journal Published Year Pages File Type
5076396 Insurance: Mathematics and Economics 2015 7 Pages PDF
Abstract
This paper presents functional characterizations of the bivariate right tail weakly stochastic arrangement increasing (RWSAI) and left tail weakly stochastic arrangement increasing (LWSAI) (Cai and Wei, 2014, 2015). The present theories are also applied to ordering generalized weighted sum of dependent random variables. Some recent related results in Mao et al. (2013) are either improved or extended.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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