Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (Q1617321)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models |
scientific article; zbMATH DE number 6974939
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models |
scientific article; zbMATH DE number 6974939 |
Statements
Ordering results for risk bounds and cost-efficient payoffs in partially specified risk factor models (English)
0 references
8 November 2018
0 references
supermodular function
0 references
risk factor models
0 references
cost-efficient payoffs
0 references
conditionally comonotonic vectors
0 references
elliptical distributions
0 references
0 references
