Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors with applications in actuarial science
Author:
Funder
National Natural Science Foundation of China
Postgraduate Research & Practice Innovation Program of Jiangsu Province
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s00362-024-01580-y.pdf
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3. Ahmad I, Kayid M (2007) Reversed preservation of stochastic orders for random minima and maxima with applications. Stat Papers 48:283–293
4. Ambagaspitiya RS (1999) On the distributions of two classes of correlated aggregate claims. Insur Math Econ 24(3):301–308
5. Amiri, M., Balakrishnan, N., Eftekharian, A. (2022). Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios. Stat Methods & Appl 1–29
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