Risk reducers in convex order (Q2520435)

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Risk reducers in convex order
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    Statements

    title
    Risk reducers in convex order (English)
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    author
    Junnan He
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    Huan Zhang
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    Qi-he Tang
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    publication date
    13 December 2016
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    zbMATH Keywords
    convex hull
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    co/counter-monotonicity
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    multivariate stochastic ordering
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    index-linked hedging strategies
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    optimal reinsurance
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60E15
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    62P05
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    zbMATH DE Number
    6662949
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    OpenAlex ID
    W2405579374
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