Correlation order, merging and diversification
type: Item
instance of: scholarly article
title: Correlation order, merging and diversification
zbMATH Open document ID: 1231.91175
author: J. Dhaene
author: Steven Vanduffel
author: Michel Denuit
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 60E15
zbMATH DE Number: 6004649
zbMATH Keywords: correlation order
zbMATH Keywords: supermodularity
zbMATH Keywords: shortfall risk
zbMATH Keywords: diversification
zbMATH Keywords: comonotonicity
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.07.007
OpenAlex ID: W3123128557
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DOI: 10.1016/J.INSMATHECO.2009.07.007
description: scientific article; zbMATH DE number 6004649