38 results
Optimal risk sharing for lambda value-at-risk
- Part of
-
- Journal:
- Advances in Applied Probability , First View
- Published online by Cambridge University Press:
- 29 July 2024, pp. 1-33
-
- Article
-
- You have access
- HTML
- Export citation
Aging notions, stochastic orders, and expected utilities
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 61 / Issue 3 / September 2024
- Published online by Cambridge University Press:
- 18 October 2023, pp. 767-780
- Print publication:
- September 2024
-
- Article
-
- You have access
- HTML
- Export citation
Tsallis value-at-risk: generalized entropic value-at-risk
- Part of
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 38 / Issue 1 / January 2024
- Published online by Cambridge University Press:
- 29 November 2022, pp. 1-20
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
Dispersive orderings induced by differences of inter risk measures
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 60 / Issue 1 / March 2023
- Published online by Cambridge University Press:
- 12 October 2022, pp. 358-365
- Print publication:
- March 2023
-
- Article
-
- You have access
- HTML
- Export citation
Further properties of fractional stochastic dominance
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 59 / Issue 1 / March 2022
- Published online by Cambridge University Press:
- 28 March 2022, pp. 202-223
- Print publication:
- March 2022
-
- Article
-
- You have access
- Open access
- HTML
- Export citation
PRESERVATION OF LOG-CONCAVITY AND LOG-CONVEXITY UNDER OPERATORS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 35 / Issue 3 / July 2021
- Published online by Cambridge University Press:
- 14 February 2020, pp. 451-464
-
- Article
- Export citation
BOUNDS ON EXTROPY WITH VARIATIONAL DISTANCE CONSTRAINT
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 33 / Issue 2 / April 2019
- Published online by Cambridge University Press:
- 06 April 2018, pp. 186-204
-
- Article
- Export citation
PRESERVATION OF LOG-CONCAVITY UNDER CONVOLUTION
- Part of
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 32 / Issue 4 / October 2018
- Published online by Cambridge University Press:
- 26 September 2017, pp. 567-579
-
- Article
- Export citation
DISPERSIVE ORDERING FOR THE MULTIVARIATE NORMAL DISTRIBUTION
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 30 / Issue 2 / April 2016
- Published online by Cambridge University Press:
- 05 January 2016, pp. 141-152
-
- Article
- Export citation
ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 29 / Issue 3 / July 2015
- Published online by Cambridge University Press:
- 16 April 2015, pp. 309-327
-
- Article
- Export citation
THE SECOND-ORDER REGULAR VARIATION OF ORDER STATISTICS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 28 / Issue 2 / April 2014
- Published online by Cambridge University Press:
- 13 December 2013, pp. 209-222
-
- Article
- Export citation
ASYMPTOTIC BEHAVIOR OF EXTREMAL EVENTS FOR AGGREGATE DEPENDENT RANDOM VARIABLES
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 27 / Issue 4 / October 2013
- Published online by Cambridge University Press:
- 13 August 2013, pp. 507-531
-
- Article
- Export citation
ON ORDERINGS BETWEEN WEIGHTED SUMS OF RANDOM VARIABLES
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 27 / Issue 1 / January 2013
- Published online by Cambridge University Press:
- 10 December 2012, pp. 85-97
-
- Article
- Export citation
PROPERTIES OF SECOND-ORDER REGULAR VARIATION AND EXPANSIONS FOR RISK CONCENTRATION
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 26 / Issue 4 / October 2012
- Published online by Cambridge University Press:
- 30 July 2012, pp. 535-559
-
- Article
- Export citation
ORDERING CONSECUTIVE k-OUT-OF-n:F SYSTEMS
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 26 / Issue 2 / April 2012
- Published online by Cambridge University Press:
- 27 April 2012, pp. 147-158
-
- Article
- Export citation
Some Inequalities of Linear Combinations of Independent Random Variables. I.
- Part of
-
- Journal:
- Journal of Applied Probability / Volume 48 / Issue 4 / December 2011
- Published online by Cambridge University Press:
- 14 July 2016, pp. 1179-1188
- Print publication:
- December 2011
-
- Article
-
- You have access
- Export citation
NEW PROPERTIES OF THE TOTAL TIME ON TEST TRANSFORM ORDER
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 26 / Issue 1 / January 2012
- Published online by Cambridge University Press:
- 17 November 2011, pp. 43-60
-
- Article
- Export citation
ORDER STATISTICS FROM HETEROGENOUS NEGATIVE BINOMIAL RANDOM VARIABLES
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 25 / Issue 4 / October 2011
- Published online by Cambridge University Press:
- 21 July 2011, pp. 435-448
-
- Article
- Export citation
ORDERING CONVOLUTIONS OF HETEROGENEOUS EXPONENTIAL AND GEOMETRIC DISTRIBUTIONS REVISITED
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 24 / Issue 3 / July 2010
- Published online by Cambridge University Press:
- 23 April 2010, pp. 329-348
-
- Article
- Export citation
EQUIVALENT CHARACTERIZATIONS ON ORDERINGS OF ORDER STATISTICS AND SAMPLE RANGES
-
- Journal:
- Probability in the Engineering and Informational Sciences / Volume 24 / Issue 2 / April 2010
- Published online by Cambridge University Press:
- 18 March 2010, pp. 245-262
-
- Article
- Export citation