Cai, Jun; Wei, Wei - In: Insurance: Mathematics and Economics 50 (2012) 1, pp. 57-63
model are positively dependent through the stochastic ordering (PDS). The PDS risks include independent, comonotonic …, conditionally stochastically increasing (CI) risks, and other interesting dependent risks. By proving the convolution preservation … of the convex order for PDS random vectors, we show that in individualized reinsurance treaties, to minimize certain risk …