Monotonicity results for portfolios with heterogeneous claims arrival processes (Q2499828): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q471324 |
||
| Property / author | |||
| Property / author: Michel M. Denuit / rank | |||
Revision as of 12:23, 15 February 2024
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)
0 references
14 August 2006
0 references
majorization
0 references
Schur-increasingness
0 references
univariate and multivariate stochastic orders
0 references
risk measures
0 references
