Stop-loss order for portfolios of dependent risks
type: Item
instance of: scholarly article
title: Stop-loss order for portfolios of dependent risks
zbMATH Open document ID: 0894.90022
DOI: 10.1016/S0167-6687(97)00032-2
author: Alfred Müller
published in: Insurance Mathematics \& Economics
publication date: 1998-03-17T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1129607
zbMATH Keywords: riskiness of portfolios of dependent risks
zbMATH Keywords: supermodular stochastic order
MaRDI profile type: Publication
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cites work: Q4301147
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full work available at URL: s0167-6687(97)00032-2
OpenAlex ID: W2079019915
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description: scientific article; zbMATH DE number 1129607