Functional characterizations of bivariate weak SAI with an application

Yinping You; Xiaohu Li

doi:10.1016/j.insmatheco.2015.05.013

Functional characterizations of bivariate weak SAI with an application

Yinping You
, Xiaohu Li

Department of Mathematical Sciences

Huaqiao University

Research output: Contribution to journal › Article › peer-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 language	English
Pages (from-to)	225-231
Number of pages	7
Journal	Insurance: Mathematics and Economics
Volume	64
DOIs	https://doi.org/10.1016/j.insmatheco.2015.05.013
State	Published - 2015

Keywords

Archimedean copula
LWSAI
RWSAI
SAI
Stochastic orders

Access to Document

10.1016/j.insmatheco.2015.05.013

Cite this

@article{c57c27d18d334f17a31695fd6bbe0a59,

title = "Functional characterizations of bivariate weak SAI with an application",

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.",

keywords = "Archimedean copula, LWSAI, RWSAI, SAI, Stochastic orders",

author = "Yinping You and Xiaohu Li",

note = "Publisher Copyright: {\textcopyright} 2015 Elsevier B.V.",

year = "2015",

doi = "10.1016/j.insmatheco.2015.05.013",

language = "English",

volume = "64",

pages = "225--231",

}

TY - JOUR

T1 - Functional characterizations of bivariate weak SAI with an application

AU - You, Yinping

AU - Li, Xiaohu

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

UR - https://www.scopus.com/pages/publications/84935031323

UR - https://www.scopus.com/pages/publications/84935031323#tab=citedBy

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 -

Functional characterizations of bivariate weak SAI with an application

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this