Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470): Difference between revisions

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Revision as of 18:55, 25 June 2024

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Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure
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    Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (English)
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    23 May 2007
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    heterogeneous portfolio
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    majorization
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    Schur convex functions
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