Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603)

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Comparison of increasing directionally convex transformations of random vectors with a common copula
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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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