Comparisons on aggregate risks from two sets of heterogeneous portfolios (Q896754)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparisons on aggregate risks from two sets of heterogeneous portfolios |
scientific article |
Statements
Comparisons on aggregate risks from two sets of heterogeneous portfolios (English)
0 references
14 December 2015
0 references
arrangement increasing
0 references
chain majorization
0 references
increasing convex order
0 references
multivariate majorization
0 references
PHR model
0 references
scale model
0 references
0 references
0 references
