ZHANG Yi, WENG Chengguo, HE Wenjiong. Extended Correlation Order and Some of Its Properties[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(3): 254-258.
Citation: ZHANG Yi, WENG Chengguo, HE Wenjiong. Extended Correlation Order and Some of Its Properties[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(3): 254-258.

Extended Correlation Order and Some of Its Properties

  • 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.
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