Permutation Monotone Functions of Random Vectors with Applications in Financial and Actuarial Risk Management
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Publication:5246181
DOI10.1239/aap/1427814591zbMath1311.91128OpenAlexW1981337189MaRDI QIDQ5246181
Publication date: 17 April 2015
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aap/1427814591
stochastic orderutility functionArchimedean copuladeductiblearrangement increasingupper limitdistortion measure
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Related Items (25)
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