Monotonicity results for portfolios with heterogeneous claims arrival processes (Q2499828): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity results for portfolios with heterogeneous claims arrival processes |
scientific article |
Statements
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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