Comparisons on aggregate risks from two sets of heterogeneous portfolios (Q896754)
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scientific article; zbMATH DE number 6520858
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| English | Comparisons on aggregate risks from two sets of heterogeneous portfolios |
scientific article; zbMATH DE number 6520858 |
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Comparisons on aggregate risks from two sets of heterogeneous portfolios (English)
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14 December 2015
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arrangement increasing
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chain majorization
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increasing convex order
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multivariate majorization
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PHR model
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scale model
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0.8579599261283875
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0.8413618206977844
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0.8361580967903137
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0.833564817905426
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