Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals. (Q1413288)

From MaRDI portal





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)
    0 references
    0 references
    16 November 2003
    0 references
    Dependent risks
    0 references
    Supermodular ordering
    0 references
    Convex ordering
    0 references

    Identifiers