Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.02.001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2015915370 / rank | |||
Normal rank | |||
Revision as of 20:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of increasing directionally convex transformations of random vectors with a common copula |
scientific article |
Statements
Comparison of increasing directionally convex transformations of random vectors with a common copula (English)
0 references
11 May 2012
0 references
increasing directionally convex functions
0 references
convex order
0 references
dispersive order
0 references
copula
0 references
comparison of variances
0 references
premium principles
0 references
multivariate distortions
0 references
