Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603)
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: Comparison of increasing directionally convex transformations of random vectors with a common copula |
scientific article; zbMATH DE number 6033258
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of increasing directionally convex transformations of random vectors with a common copula |
scientific article; zbMATH DE number 6033258 |
Statements
Comparison of increasing directionally convex transformations of random vectors with a common copula (English)
0 references
11 May 2012
0 references
increasing directionally convex functions
0 references
convex order
0 references
dispersive order
0 references
copula
0 references
comparison of variances
0 references
premium principles
0 references
multivariate distortions
0 references
0 references
0 references
0 references
0 references
0 references
0.90290785
0 references
0.89486045
0 references
0 references
0.85771185
0 references
0 references
0.8533254
0 references
0.8527414
0 references
