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Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns

Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 86 (2019), pp. 84-91

Persistent link: https://www.econbiz.de/10012058830

On allocations to portfolios of assets with statistically dependent potential risk returns

Li, Xiaohu; Li, Chen - In: Insurance / Mathematics & economics 68 (2016), pp. 178-186

Persistent link: https://www.econbiz.de/10011492664

Sufficient conditions for ordering aggregate heterogeneous random claim amounts

Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 70 (2016), pp. 406-413

Persistent link: https://www.econbiz.de/10011597345

Ordering optimal deductible allocations for stochastic arrangement increasing risks

Li, Chen; Li, Xiaohu - In: Insurance / Mathematics & economics 73 (2017), pp. 31-40

Persistent link: https://www.econbiz.de/10011702042

Stochastic comparison on load‐sharing systems with one statistically dependent redundancy

Li, Chen; Fang, Rui; Li, Xiaohu - In: Applied Stochastic Models in Business and Industry 37 (2021) 6, pp. 1143-1156

Persistent link: https://www.econbiz.de/10012632306

Likelihood ratio order of sample minimum from heterogeneous Weibull random variables

Li, Chen; Li, Xiaohu - In: Statistics & Probability Letters 97 (2015) C, pp. 46-53

For heterogeneous Weibull samples with a common shape parameter and weakly majorized scale parameters, we study the likelihood ratio order and the stochastic order between minimums of independent and dependent samples, respectively. Also, an application in fabric strength is presented.

Persistent link: https://www.econbiz.de/10011189317