Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321): Difference between revisions
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Latest revision as of 02:44, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models |
scientific article |
Statements
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (English)
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8 November 2018
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supermodular function
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risk factor models
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cost-efficient payoffs
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conditionally comonotonic vectors
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elliptical distributions
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