SU Chun, JIANG Tao, TANG Qihe, LIANG Hanying. On the Safety of NA Dependence Structure[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 400-404.
Citation:
SU Chun, JIANG Tao, TANG Qihe, LIANG Hanying. On the Safety of NA Dependence Structure[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 400-404.
SU Chun, JIANG Tao, TANG Qihe, LIANG Hanying. On the Safety of NA Dependence Structure[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 400-404.
Citation:
SU Chun, JIANG Tao, TANG Qihe, LIANG Hanying. On the Safety of NA Dependence Structure[J]. Chinese Journal of Applied Probability and Statistics, 2002, 18(4): 400-404.
In this paper, the safety of several risk variables with different structures in the significance of convex order is investigated. We prove that NA （Negative Associated） structure is the safest one in this case. The example with concrete data in stock market given in this paper shows that NA structure plays important role in risk management and so the research on it is of practical value.
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