Increasing convex order of capital allocation with dependent assets under threshold model

DOI10.1080/24754269.2023.2301630MaRDI QIDQ6572911zbMATH OpenFDO

Authors Jian-Dong Zhang, Zhouxia Guo, J. L. Niu, Rongfang Yan

Publication date 16 July 2024

Published in Statistical Theory and Related Fields (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1080/24754269.2023.2301630

Mathematics Subject Classification ID

Statistics (62-XX)

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