Stochastic ordering of bivariate elliptical distributions (Q2489818)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5020940
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic ordering of bivariate elliptical distributions |
scientific article; zbMATH DE number 5020940 |
Statements
Stochastic ordering of bivariate elliptical distributions (English)
0 references
28 April 2006
0 references
Elliptical distributions
0 references
Convex order
0 references
Concordance order
0 references
Dependence
0 references
Risk management
0 references
portfolio risk
0 references
stop-loss
0 references
0.832969605922699
0 references
0.8268168568611145
0 references
0.7982817888259888
0 references
0.786054253578186
0 references
