TY - JOUR
T1 - Functional characterizations of bivariate weak SAI with an application
AU - You, Yinping
AU - Li, Xiaohu
N1 - Publisher Copyright:
© 2015 Elsevier B.V.
PY - 2015
Y1 - 2015
N2 - 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 etal. (2013) are either improved or extended.
AB - 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 etal. (2013) are either improved or extended.
KW - Archimedean copula
KW - LWSAI
KW - RWSAI
KW - SAI
KW - Stochastic orders
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U2 - 10.1016/j.insmatheco.2015.05.013
DO - 10.1016/j.insmatheco.2015.05.013
M3 - Article
AN - SCOPUS:84935031323
SN - 0167-6687
VL - 64
SP - 225
EP - 231
JO - Insurance: Mathematics and Economics
JF - Insurance: Mathematics and Economics
ER -