Two Sufficient Conditions for Convex Ordering on Risk Aggregation
Dan Zhu () and
Chuancun Yin ()
Abstract and Applied Analysis, 2018, vol. 2018, 1-5
We define new stochastic orders in higher dimensions called weak correlation orders. It is shown that weak correlation orders imply stop-loss order of sums of multivariate dependent risks with the same marginals. Moreover, some properties and relations of stochastic orders are discussed.
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:2937895
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