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Some new notions of dependence with applications in optimal allocation problems - MaRDI portal

Some new notions of dependence with applications in optimal allocation problems (Q743160)

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scientific article; zbMATH DE number 6347060
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English
Some new notions of dependence with applications in optimal allocation problems
scientific article; zbMATH DE number 6347060

    Statements

    Some new notions of dependence with applications in optimal allocation problems (English)
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    22 September 2014
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    dependence notion
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    arrangement increasing
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    stochastic order
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    SAI
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    RWSAI
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    CUOAI
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    UOAI
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    comonotonicity
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    copula
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    optimal allocation
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    deductible
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    policy limit
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    capital reserve
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