Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288)
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English | Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. |
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Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (English)
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16 November 2003
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Dependent risks
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Supermodular ordering
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Convex ordering
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