Keywords: سفارش محدب; Convex order; Elliptically contoured random field; Gaussian random field; Peakedness; Usual stochastic order;
مقالات ISI سفارش محدب (ترجمه نشده)
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On finite exchangeable sequences and their dependence
Keywords: سفارش محدب; Actuarial risk models; Convex order; Exchangeable indicators; Factorial series distribution; Higher degree; Supermodular order;
Keywords: سفارش محدب; Convex order; Martingale transition; Quantization
Keywords: سفارش محدب; 60E15; 60E05; Aggregation set; Convex order; Comonotonicity; Dependence uncertainty; Fréchet classes;
Keywords: سفارش محدب; Comonotonicity; Counter-monotonicity; Convex order; Tail Value-at-Risk;
Keywords: سفارش محدب; Mutual exclusivity; Fréchet bounds; Counter-monotonicity; Convex order; Complete mixability;
Keywords: سفارش محدب; Optimal reinsurance; Reinsurance premium; Value-at-risk; Counterparty default risk; Utility function; Convex order;
Keywords: سفارش محدب; Dependence structure; Aggregate risk; Admissible risk; Convex risk measures; TVaR; Convex order; Complete mixability; VaR bounds;
Keywords: سفارش محدب; Counter-monotonicity; Upper comonotonicity; Convex order; Tail convex order; Risk measures;
Keywords: سفارش محدب; 60F05; 62E17; Convex order; Strong demimartingales; Strong N-demimartingales; Central limit theorem; Zolotarev's ideal metric;
Model points and Tail-VaR in life insurance
Keywords: سفارش محدب; Risk measures; Life insurance; Model points; Supermodular order; Convex order;
Studying mixability with supermodular aggregating functions
Keywords: سفارش محدب; 60E05; 91B30ϕϕ-mixability; Joint mixability; Complete mixability; Convex order; Supermodular functions
Comparison of increasing directionally convex transformations of random vectors with a common copula
Keywords: سفارش محدب; IM30; Increasing directionally convex functions; Convex order; Dispersive order; Copula; Comparison of variances; Premium principles; Multivariate distortions;
Optimal reinsurance with positively dependent risks
Keywords: سفارش محدب; C02; C60; IM30; IM52; IB92; Dependent risk; Positive dependence; PDS; Convex order; Individualized reinsurance treaty; Optimal reinsurance;
A new look at the homogeneous risk model
Keywords: سفارش محدب; Primary; 62P05; secondary; 60G40; 12E10; Risk process; Finite time horizon; Order statistic property; Variance-to-mean ratio; Convex order; Non-ruin probability; Appell polynomials;
Comonotonic convex upper bound and majorization
Keywords: سفارش محدب; Convex order; Comonotonicity; Decreasing rearrangement; Majorization;
Characterizing a comonotonic random vector by the distribution of the sum of its components
Keywords: سفارش محدب; Convex order; Stop-loss order; Comonotonicity; Distortion risk measure; Distortion function;
Upper comonotonicity and convex upper bounds for sums of random variables
Keywords: سفارش محدب; Comonotonicity; Upper comonotonicity; Tail dependence; Convex order;
Comparisons and bounds for expected lifetimes of reliability systems
Keywords: سفارش محدب; Coherent system; Mixed system; Signature; Mean residual life; Convex order; Gini index
Characterizations of exponentiality within the HNBUE class and related tests
Keywords: سفارش محدب; 60E15; 60E99; 62E99; 62G10; 62E20; secondary; 62N05; Convex order; Order statistics; HNBUE distributions; Hypothesis testing;
Characterization of comonotonicity using convex order
Keywords: سفارش محدب; Comonotonicity; Convex order; Fréchet upper bound;
Improved convex upper bound via conditional comonotonicity
Keywords: سفارش محدب; Comonotonicity; Conditional comonotonicity; Convex order; Regular conditional distribution;
Convex bounds on multiplicative processes, with applications to pricing in incomplete markets
Keywords: سفارش محدب; Convex order; Extremal distributions; Incomplete market; Risk-neutral martingales; Option pricing; Trinomial model;
Quantifying the error of convex order bounds for truncated first moments
Keywords: سفارش محدب; G13; IM: 30; 60E15; 91B28; Convex order; Truncated first moments; Stop-loss-premiums; Sums of random variables; Asian options;
Stochastic ordering of bivariate elliptical distributions
Keywords: سفارش محدب; Elliptical distributions; Convex order; Concordance order; Dependence; Risk management
Two approximations of the present value distribution of a disability annuity
Keywords: سفارش محدب; Convex order; Comonotonic joint distribution; Multistate life insurance contracts; Present value distributions;
Stochastic orders and risk measures: Consistency and bounds
Keywords: سفارش محدب; IM30; Coherent risk measure; Convex risk measure; Stochastic order; Convex order; Copula; Comonotonicity;
Computation of convex bounds for present value functions with random payments
Keywords: سفارش محدب; Convex order; Comonotonicity; Present value functions; Black and Scholes model