推广的相关序及其一些性质

Extended Correlation Order and Some of Its Properties

摘要: 本文考虑相关风险序.首先,把Dhaene和Goovaerts于1996年提出的相关序由二维随机向量推广到了多维随机向量的情况;然后,我们讨论了推广的相关序的一些性质;最后作为推论,我们还得到:由相关序可以推出指数序.

Abstract: In the present paper, we consider the dependency of individual risks. First, we extend the concept of correlation order, which have been defined by Dhaene and Goovaerts （1996）, to the multivariate random vectors. In the second section, we discuss some properties of correlation order and obtain such a result that correlation order implies exponential order.