Comparison Methods for Stochastic Models and Risks
By Alfred Müller, Dietrich Stoyan. 2002
1,088 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/04c007bf00f957f1987e4c351df35f522cce2f1b
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- Yiqing Chen
- Narayanaswamy Balakrishnan
- Darinka Dentcheva †
- Lajos Horv'ath
- Peng Zhao
- Xiaohu Li
- Piotr Kokoszka
- Hélène Cossette
Citations in the corpus
- Some notions of multivariate positive dependence (2005, background): “Müller and Stoyan (2002) proved that also B2 holds.”
- Staffing a Call Center with Uncertain Arrival Rate and Absenteeism (2006, background): “, see Section 3 of Porteus (1990). By assuming (3.”
- Stochastic Orders and Risk Measures: Consistency and Bounds (2006, unknown): “M¨uller and Stoyan (2002)).”
- Tariff binding and overhang: Theory and evidence (2015, background): “Müller and Stoyan (2002) show that the ordering of distributions on the hazard rate order, which is ordering distributions on the basis of stochastic dominance of f( )=(1 F ( ));implies mrl order dominance and rst order stochastic dominance.”
- Stochastic processes in science, engineering, and finance (2006, background): “The present state of art of theory and applications can be found in the monograph Müller and Stoyan [62].”
- Conditional Risk Mappings (2006, methodology): “That is, ρω(·) satisfies the axioms of convex risk functions, as given in [7] and analyzed in our earlier paper [17].”
- Stochastic comparisons of parallel and series systems with heterogeneous resilience-scaled components (2018, methodology): “For more details on stochastic orders, we refer the readers to the excellent monographs by Müller and Stoyan [29], and Shaked and Shanthikumar [30].”