Modeling and Comparing Dependencies in Multivariate Risk Portfolios (Q3509830)
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scientific article; zbMATH DE number 5292463
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modeling and Comparing Dependencies in Multivariate Risk Portfolios |
scientific article; zbMATH DE number 5292463 |
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Modeling and Comparing Dependencies in Multivariate Risk Portfolios (English)
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25 June 2008
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dependent risks
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stop-loss premium
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supermodular order
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stop-loss order
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majorization
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comonotonicity
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exchangeable Bernoulli random variables
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0.9232190847396852
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0.9232190847396852
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0.9040951132774352
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0.9040951132774352
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0.8292603492736816
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