Some properties of convex and increasing convex orders under Archimedean copula

被引：1
|
作者：
Guan, Qingyuan [1 ,2 ,3 ]
Wang, Bing Xing [4 ]
机构：
[1] Wuyi Univ, Sch Math & Comp Sci, Wuyishan, Fujian, Peoples R China
[2] Key Lab Cognit Comp & Intelligent Informat Proc F, Wuyishan, Fujian, Peoples R China
[3] Fujian Key Lab Big Data Applicat & Intellectualiz, Wuyishan, Fujian, Peoples R China
[4] Zhejiang Gongshang Univ, Dept Stat, Hangzhou, Zhejiang, Peoples R China
来源：
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES | 2024年
基金：
中国国家自然科学基金;
关键词：
Archimedean copula; Closure properties; Convex order; Increasing convex order; STOCHASTIC COMPARISONS; CLAIM AMOUNTS; MODELS;
D O I：
10.1017/S0269964824000020
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
In this paper, the ordering properties of convex and increasing convex orders of the dependent random variables are studied. Some closure properties of the convex and increasing convex orders under independent random variables are extended to the dependent random variables under the Archimedean copula. Two applications are provided to illustrate our results.
引用
收藏
页数：12
相关论文
共 50 条
  • [1] GENERALIZED INCREASING CONVEX AND DIRECTIONALLY CONVEX ORDERS
    Denuit, Michel M.
    Mesfioui, Mhamed
    JOURNAL OF APPLIED PROBABILITY, 2010, 47 (01) : 264 - 276
  • [2] Some New Bivariate Properties and Characterizations Under Archimedean Copula
    Guan, Qingyuan
    Jiang, Peihua
    Liu, Guangyu
    MATHEMATICS, 2024, 12 (23)
  • [3] Some properties of the Kendall distribution in bivariate Archimedean copula models under censoring
    Wang, Antai
    Oakes, David
    STATISTICS & PROBABILITY LETTERS, 2008, 78 (16) : 2578 - 2583
  • [4] Comparison of increasing directionally convex transformations of random vectors with a common copula
    Belzunce, Felix
    Suarez-Llorens, Alfonso
    Sordo, Miguel A.
    INSURANCE MATHEMATICS & ECONOMICS, 2012, 50 (03): : 385 - 390
  • [5] SOME INEQUALITIES FOR INCREASING LOGARITHMIC CONVEX FUNCTIONS
    GIZHA, BO
    DOPOVIDI AKADEMII NAUK UKRAINSKOI RSR SERIYA A-FIZIKO-MATEMATICHNI TA TECHNICHNI NAUKI, 1973, (04): : 296 - 298
  • [6] Some Properties of Convex Functions
    Albijanic, Miloljub
    FILOMAT, 2017, 31 (10) : 3015 - 3021
  • [7] On some properties of convex functions
    Stepanets' O.I.
    Shydlich A.L.
    Ukrainian Mathematical Journal, 2007, 59 (7) : 1019 - 1039
  • [8] Some properties of convex fuzzy sets and convex fuzzy cones
    Ammar, E.I.
    Advances in Modelling and Analysis A: General Mathematical and Computer Tools, 1995, 24 (1-2): : 31 - 43
  • [9] Some properties of convex fuzzy sets and convex fuzzy cones
    Ammar, EE
    FUZZY SETS AND SYSTEMS, 1999, 106 (03) : 381 - 386
  • [10] COALITION CONVEX PREFERENCE ORDERS ARE ALMOST SURELY CONVEX
    MAULDIN, RD
    JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS, 1986, 114 (02) : 548 - 551
12345