Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288)
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scientific article; zbMATH DE number 2003998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. |
scientific article; zbMATH DE number 2003998 |
Statements
Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (English)
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16 November 2003
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Dependent risks
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Supermodular ordering
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Convex ordering
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0.86463153
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0.86373895
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0.86142015
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0.86124516
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