A class of bivariate stochastic orderings, with applications in actuarial sciences

This paper is concerned with the bivariate extension of a wide class of uni variate orderings said to be of convex-type. Attention is paid to random ve ctors valued in a rectangle or an orthant of the real plane. Various orderi ngs used in probability and statistics (such as the stochastic dominance, t he upper orthant order, the orthant convex order, the correlation order and the supermodular order) can be seen as particular cases. The practical app lications of these orderings seem to be very promising, especially in actua rial sciences. (C) 1999 Elsevier Science B.V. All rights reserved.