On finite exchangeable sequences and their dependence

Author:

Lefèvre Claude,Loisel Stéphane,Utev Sergey

Funder

French Fondation du Risque

French Agence Nationale de la Recherche

Milliman

Fédération Wallonie-Bruxelles

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference27 articles.

1. Inequalities for stochastic models via supermodular orderings;Bäuerle;Comm. Statist. Stochastic Models,1997

2. Factorial series distributions;Berg,1983

3. Discrete Schur-constant models;Castañer;J. Multivariate Anal.,2015

4. Probability Theory: Independence, Interchangeability, Martingales;Chow,2003

5. Comparison results for exchangeable credit risk portfolios;Cousin;Insurance Math. Econom.,2008

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