國立東華大學應用數學系

專    題    演    講

主講人：Prof. Bara Kim

             Department of Mathematics, Korea University

講  題：Stochastic order related to multivariate normal distributions

時  間：106 年 12月 15日 (星期五)  10:00-12:00

地  點：理工一館 A324會議室

摘 要

We consider the stochastic order of Gini indexes for multivariate normal risks. Gini index has been extensively studied in fields such as economics and insurance. Brazauskas et al. [Insurance: Mathematics and Econimics 2017] studied a model for Gini indexes for multivariate normal risks and provided a conjecture about the stochastic order of the indexes.In this presentation, a counterexample is provided to show that the conjecture can not be true. Then it is shown that the conjecture holds under a stronger assumption. 

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