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相关序的性质及其应用

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摘要 讨论了相关序的一些性质在保费计算原理和随机年金上的应用。
出处 《数学教学研究》 2008年第1期61-62,64,共3页
基金 甘肃自然科学基金(ZS-011-A25-024-G) 甘肃省教育厅科研项目(041-14)
  • 相关文献

参考文献8

  • 1ZhangYi,LuTongyu.A FURTHER STUDY ON CORRELATION ORDER[J].Applied Mathematics(A Journal of Chinese Universities),2004,19(4):429-434. 被引量:1
  • 2Dhaene,J,Denuit M.J,Kaas R,Vyncke,D.The concept of comonotonicity in actuarialscience and finance[].Insurance:Mathematiceand Economics.2002
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  • 4Lu Tongyu,Zhang Yi.Generalized correlationorder and stop-loss order[].Insurance:Math-ematics and Economics.2004
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二级参考文献7

  • 1Qi-Man Shao.A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables[J].Journal of Theoretical Probability.2000(2)
  • 2Dhaene, J,Wang, S,Young, V,Goovaerts, M.Comonotonicity and maximal stop-loss premiums[].Bulletin of the Swiss Association of Actuaries.2000
  • 3Joag-Dev J,Proschan F.Negative association of random variables with applications[].The Annals of Statistics.1983
  • 4Kaas R,Dhaene J,Vyncke D,et al.A simple geometric proof that comonotonic risks have the convexlargest sum[].Astin Bulletin.2002
  • 5Lu Tongyu,Zhang Yi.Generalized correlation order and stop-loss order[].Insurance: Mathematics and Economics.2004
  • 6Dhaene J,Goovaerts M J.Dependency of risks and stop-loss order[].Astin Bulletin.1996
  • 7Müller,A,Stoyan,D. Comparison Methods for Stochastic Models and Risks, Willey Series in Probability and Statistics . 2002

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