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Stochastic Comparisons of Dependent Risks

Author: ZengXianFu
Tutor: LiXiaoHu
School: Lanzhou University
Course: Probability Theory and Mathematical Statistics
Keywords: Border distribution Random incrementing sequence Dispersion order Surplus wealth order Stop Loss Order
CLC: O211.67
Type: Master's thesis
Year: 2010
Downloads: 28
Quote: 0
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Abstract


This paper mainly discusses the dependencies between the risk of the risk portfolio . Random sequence comparison of the circumstances of the given boundary distribution function Dependent Risks include the random increments sequencer (SI), related sequence (CORR) and supermodel sequence (SM ), a group dependency risk random incremental sequence is less than another set of dependencies risk , two risk portfolio the dispersion order (DISP), the surplus wealth sequencing (EW) and stop loss Order (SL) on corresponding ordering relation .

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CLC: > Mathematical sciences and chemical > Mathematics > Probability Theory and Mathematical Statistics > Theory of probability ( probability theory, probability theory ) > Random process > Expectations and Forecast
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