Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (Q882470): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 15:49, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure |
scientific article |
Statements
Optimal pricing for a heterogeneous portfolio for a given risk factor and convex distance measure (English)
0 references
23 May 2007
0 references
heterogeneous portfolio
0 references
majorization
0 references
Schur convex functions
0 references
