Comparisons on aggregate risks from two sets of heterogeneous portfolios
type: Item
instance of: scholarly article
title: Comparisons on aggregate risks from two sets of heterogeneous portfolios
zbMATH Open document ID: 1348.91194
author: Yiying Zhang
author: Peng Zhao
published in: Insurance Mathematics \& Economics
publication date: 2015-12-14T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60K10
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62G30
Mathematics Subject Classification ID: 90B25
zbMATH DE Number: 6520858
zbMATH Keywords: arrangement increasing
zbMATH Keywords: chain majorization
zbMATH Keywords: increasing convex order
zbMATH Keywords: multivariate majorization
zbMATH Keywords: PHR model
zbMATH Keywords: scale model
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2015.09.004
OpenAlex ID: W1879698327
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DOI: 10.1016/J.INSMATHECO.2015.09.004
description: scientific article; zbMATH DE number 6520858