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
12345