Stop-loss order for portfolios of dependent risks

DOI10.1016/S0167-6687(97)00032-2zbMath0894.90022OpenAlexW2079019915MaRDI QIDQ1381453

Publication date: 17 March 1998

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(97)00032-2

zbMATH Keywords

riskiness of portfolios of dependent risks supermodular stochastic order

Mathematics Subject Classification ID

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