Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of increasing directionally convex transformations of random vectors with a common copula |
scientific article |
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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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