The idea for this book came from the time the authors spent at the Statistics and Applied
Mathematical Sciences Institute (SAMSI) in Research Triangle Park in North Carolina …

The increasing complexity of insurance and reinsurance products has seen a growing
interest amongst actuaries in the modelling of dependent risks. For efficient risk …

This book gives an introduction to basic concepts and methods in mathematical risk
analysis, in particular to those parts of risk theory which are of particular relevance in finance …

Correlation and Dependence: An Introspection | Correlation and Dependence World Scientific
Search This Book Anywhere Quick Search in Books Enter words / phrases / DOI / ISBN …

An Introduction to Stochastic Orders discusses this powerful tool that can be used in
comparing probabilistic models in different areas such as reliability, survival analysis, risks …

We review results concerning the representation of partial orders of univariate distributions
via stochastic orders and investigate their applications to some classes of stochastic …

The conditions under which the classical measures of risk like the mean, the linear
correlation coefficient and VaR can be used are discussed. The definition of risk measure …

In this paper, we consider different issues related to Archimedean copulae and positive
dependence. In the first part, we characterize Archimedean copulae that possess positive …

Eppen (1979) showed that inventory costs in a centralized system increase with the
correlation between multivariate normal product demands. Using multivariate stochastic …

This paper focuses on monotonicity results for dynamic systems that take values in the
natural numbers or in more-dimensional lattices. The results are mostly formulated in terms …