Belzunce, Félix; Suárez-Llorens, Alfonso; Sordo, Miguel A. - In: Insurance: Mathematics and Economics 50 (2012) 3, pp. 385-390
Let X and Y be two random vectors in Rn sharing the same dependence structure, that is, with a common copula. As many authors have pointed out, results of the following form are of interest: under which conditions, the stochastic comparison of the marginals of X and Y is a sufficient condition...