Stochastic ordering of bivariate elliptical distributions (Q2489818)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic ordering of bivariate elliptical distributions |
scientific article |
Statements
Stochastic ordering of bivariate elliptical distributions (English)
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28 April 2006
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Elliptical distributions
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Convex order
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Concordance order
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Dependence
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Risk management
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portfolio risk
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stop-loss
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