Modeling and Comparing Dependencies in Multivariate Risk Portfolios (Q3509830): Difference between revisions
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Latest revision as of 09:53, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling and Comparing Dependencies in Multivariate Risk Portfolios |
scientific article |
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Modeling and Comparing Dependencies in Multivariate Risk Portfolios (English)
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25 June 2008
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dependent risks
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stop-loss premium
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supermodular order
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stop-loss order
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majorization
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comonotonicity
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exchangeable Bernoulli random variables
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