Article ID Journal Published Year Pages File Type
5076801 Insurance: Mathematics and Economics 2012 6 Pages PDF
Abstract
► In this paper, we deal with stochastic comparisons of random vectors with a common copula. ► The common copula is assumed to satisfy a weak positive dependence property. ► We compare the variance of any increasing directionally convex transformation of the vectors.
Keywords
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Comparison of increasing directionally convex transformations of random vectors with a common copula
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