Comparison of conditional distributions in portfolios of dependent risks (Q2347097)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of conditional distributions in portfolios of dependent risks |
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Comparison of conditional distributions in portfolios of dependent risks (English)
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26 May 2015
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dependence
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conditional distribution
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comonotonic vectors
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stochastic orders
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conditionally increasing
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distortion function
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distorted random variables
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