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Journal Articles Insurance: Mathematics and Economics Year : 2005

Some notions of multivariate positive dependence

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)

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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⟩

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