Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (Q5246181): Difference between revisions
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Revision as of 22:25, 19 March 2024
scientific article; zbMATH DE number 6427247
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management |
scientific article; zbMATH DE number 6427247 |
Statements
Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management (English)
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17 April 2015
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Archimedean copula
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arrangement increasing
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deductible
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distortion measure
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stochastic order
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upper limit
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utility function
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