Some notions of multivariate positive dependence - Archive ouverte HAL Access content directly
Journal Articles Insurance: Mathematics and Economics Year : 2005

Some notions of multivariate positive dependence

(1, 2) , ,
1
2

Abstract

The authors study new notions of positive dependence that are associated to multivariate stochastic orders of positive dependence introduced recently by Colangelo et al. [J. Multivar. Anal., to appear]. In particular, they discuss the relationship of these new notions to other existing concepts of positive dependence.

Dates and versions

hal-00539601 , version 1 (24-11-2010)

Identifiers

Cite

Marco Scarsini, Antonio Colangelo, Moshe Shaked. Some notions of multivariate positive dependence. Insurance: Mathematics and Economics, 2005, Vol. 37, N° 1, pp. 13-26. ⟨10.1016/j.insmatheco.2004.09.004⟩. ⟨hal-00539601⟩

Collections

HEC CNRS
222 View
0 Download

Altmetric

Share

Gmail Facebook Twitter LinkedIn More