Monotonicity results for portfolios with heterogeneous claims arrival processes (Q2499828)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity results for portfolios with heterogeneous claims arrival processes |
scientific article |
Statements
Monotonicity results for portfolios with heterogeneous claims arrival processes (English)
0 references
14 August 2006
0 references
majorization
0 references
Schur-increasingness
0 references
univariate and multivariate stochastic orders
0 references
risk measures
0 references
