Functional characterizations of bivariate weak SAI with an application

Yinping You, Xiaohu Li

Research output: Contribution to journalArticlepeer-review

20 Scopus citations

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 etal. (2013) are either improved or extended.

Original languageEnglish
Pages (from-to)225-231
Number of pages7
JournalInsurance: Mathematics and Economics
Volume64
DOIs
StatePublished - 2015

Keywords

  • Archimedean copula
  • LWSAI
  • RWSAI
  • SAI
  • Stochastic orders

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