Stochastic comparisons of capital allocations with applications (Q414587)
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scientific article
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English | Stochastic comparisons of capital allocations with applications |
scientific article |
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Stochastic comparisons of capital allocations with applications (English)
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11 May 2012
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capital allocation
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increasing and convex order
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likelihood ratio order
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log-concave
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majorization
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stochastic orders
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