In this paper, the componentwise increasing convex order, the upper orthant order, the upper orthant convex order, and the increasing directionally convex order for random vectors are generalized to hierarchical classes of integral stochastic order relations. The elements of the generating classes of functions possess nonnegative partial derivatives up to some given degrees. Some properties of these new stochastic order relations are studied. Particular attention is paid to the comparison of weighted sums of the respective components of ordered random vectors. By providing a unified derivation of standard multivariate stochastic orderings, the present paper shows how some well-known results derive from a common principle.

We extend the definition of level-crossing ordering of stochastic processes, proposed by Irle and Gani (2001), to the case in which the times to exceed levels are compared using an arbitrary stochastic order, and work, in particular, with integral stochastic orders closed for convolution. Using a sample-path approach, we establish level-crossing ordering results for the case in which the slower of the processes involved in the comparison is skip-free to the right. These results are specially useful in simulating processes that are ordered in level crossing, and extend results of Irle and Gani (2001), Irle (2003), and Ferreira and Pacheco (2005) for skip-free-to-the-right discrete-time Markov chains, semi-Markov processes, and continuous-time Markov chains, respectively.