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

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Property / DOI: 10.1016/j.insmatheco.2005.11.007 / rank
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Property / DOI
 
Property / DOI: 10.1016/J.INSMATHECO.2005.11.007 / rank
 
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Latest revision as of 01:43, 19 December 2024

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Monotonicity results for portfolios with heterogeneous claims arrival processes
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    Monotonicity results for portfolios with heterogeneous claims arrival processes (English)
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    14 August 2006
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    majorization
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    Schur-increasingness
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    univariate and multivariate stochastic orders
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    risk measures
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