COMONOTONICITY

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相关期刊：《Acta Mathematicae Applicatae Sinica》《Probability, Uncertainty and Quantitative Risk》更多>>
相关基金：国家自然科学基金更多>>
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Upper risk bounds in internal factor models with constrained specification sets
《Probability, Uncertainty and Quantitative Risk》2020年第1期38-67,共30页Jonathan Ansari Ludger Ruschendorf 
For the class of(partially specified)internal risk factor models we establish strongly simplified supermodular ordering results in comparison to the case of general risk factor models.This allows us to derive meaningf...
关键词：Risk bounds Risk factor model Supermodular order Convex order Convex risk measure Upper product of bivariate copulas COMONOTONICITY 
Remarks on Equality of Two Distributions under Some Partial Orders
《Acta Mathematicae Applicatae Sinica》2018年第2期274-280,共7页Chuan-cun YIN 
supported by the National Natural Science Foundation of China(11571198,11701319)
In this note we establish some appropriate conditions for stochastic equality of two random vari- ables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate ...
关键词：COMONOTONICITY convex order distortion risk measure expected utility stop-loss order super-modular order 
Mathematical Basis of Idea That Harmonious Marriage Can Lengthen Life-span
《Acta Mathematicae Applicatae Sinica》2009年第2期321-326,共6页Zhi-qiang Zhang 
Supported by the Natural Science Foundation of Fujian(S0650038);Technologic innovation Foundation of Xiamen University(K70001)
It is a very important issue for us to explore the effects of the marriage to life. In recent years, many scholars have proved that the marriage can lengthen life-span from different angles. With the development of th...
关键词：MARRIAGE joint-life status last survivor status COMONOTONICITY copula 
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