Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (Q2082471): Difference between revisions
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Latest revision as of 00:11, 17 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios |
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Hessian orderings of multivariate normal variance-mean mixture distributions and their applications in evaluating dependent multivariate risk portfolios (English)
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4 October 2022
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convex cone
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Hessian order
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integral order
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linear order
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multivariate normal variance-mean mixture distribution
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order statistics
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portfolios
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reliability systems
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stop-loss order
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