Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603): Difference between revisions
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| Property / author | |||
| Property / author: Felix Belzunce / rank | |||
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| Property / author: Miguel A. Sordo / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60E05 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6033258 / rank | |||
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| Property / zbMATH Keywords | |||
increasing directionally convex functions | |||
| Property / zbMATH Keywords: increasing directionally convex functions / rank | |||
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convex order | |||
| Property / zbMATH Keywords: convex order / rank | |||
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dispersive order | |||
| Property / zbMATH Keywords: dispersive order / rank | |||
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copula | |||
| Property / zbMATH Keywords: copula / rank | |||
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comparison of variances | |||
| Property / zbMATH Keywords: comparison of variances / rank | |||
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premium principles | |||
| Property / zbMATH Keywords: premium principles / rank | |||
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multivariate distortions | |||
| Property / zbMATH Keywords: multivariate distortions / rank | |||
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Revision as of 20:20, 29 June 2023
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)
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11 May 2012
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increasing directionally convex functions
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convex order
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dispersive order
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copula
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comparison of variances
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premium principles
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multivariate distortions
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