Functional characterizations of bivariate weak SAI with an application

Yinping You and Xiaohu Li

Insurance: Mathematics and Economics, 2015, vol. 64, issue C, 225-231

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.

Keywords: Archimedean copula; LWSAI; RWSAI; SAI; Stochastic orders (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:insuma:v:64:y:2015:i:c:p:225-231

DOI: 10.1016/j.insmatheco.2015.05.013

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