Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals.
type: Item
instance of: scholarly article
title: Comparison of portfolios which depend on multivariate Bernoulli random variables with fixed marginals.
zbMATH Open document ID: 1074.91551
DOI: 10.1016/S0167-6687(01)00092-0
author: Esther Frostig
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 2003998
zbMATH Keywords: Dependent risks
zbMATH Keywords: Supermodular ordering
zbMATH Keywords: Convex ordering
MaRDI profile type: Publication
cites work: Q4158362
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full work available at URL: s0167-6687(01)00092-0
OpenAlex ID: W2064756129
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description: scientific article; zbMATH DE number 2003998