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 …

In this chapter we study stochastic orders that compare the “location” or the “magnitude” of
random variables. The most important and common orders that are considered in this …

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 …

Co-risk measures and risk contributions measures are used in portfolio risk analysis to
assess and quantify the risk of contagion, given that one or more assets in the portfolio are in …

In this paper we consider sufficient conditions in order to stochastically compare random
vectors of multivariate mixture models. In particular we consider stochastic and convex …

In this paper we establish multivariate hazard rate, multivariate reverse hazard rate, and
multivariate likelihood ratio stochastic orderings among multivariate random map** …

In this paper we propose a new definition of bivariate quantile function suited for reliability
modelling and illustrate its applications. The bivariate hazard and mean residual quantile …

In this paper we study some stochastic orders of positive dependence that arise when the
underlying random vectors are ordered with respect to some multivariate hazard rate …

Abstract Recently, Lee and Cha proposed two general classes of discrete bivariate
distributions. They have discussed some general properties and some specific cases of their …

Two components are considered, which are subject to common external and possibly fatal
shocks. The lifetimes of both components are characterized by their hazard rates. Each …