Monotonicity results for portfolios with heterogeneous claims arrival processes (Q2499828): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2005.11.007
@@ Property / DOI: 10.1016/j.insmatheco.2005.11.007 / rank @@
-Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2005.11.007
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@@ Property / OpenAlex ID @@
+W2070775215
@@ Property / OpenAlex ID: W2070775215 / rank @@
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@@ Property / cites work @@
+Majorization and the Lorenz order: a brief introduction
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@@ Property / cites work @@
+A new ordering for stochastic majorization: theory and applications
+Normal rank
@@ Property / cites work @@
+Q4027712
@@ Property / cites work: Q4027712 / rank @@
+Normal rank
@@ Property / cites work @@
+Inequalities: theory of majorization and its applications
+Normal rank
@@ Property / cites work @@
+Schur functions in statistics. II: Stochastic majorization
+Normal rank
@@ Property / cites work @@
+Schur functions in statistics. I: The preservation theorem
+Normal rank
@@ Property / cites work @@
+Stochastic Comparisons for Non-Markov Processes
@@ Property / cites work: Stochastic Comparisons for Non-Markov Processes / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2005.11.007
@@ Property / DOI: 10.1016/J.INSMATHECO.2005.11.007 / rank @@
+Normal rank