Characterization of upper comonotonicity via tail convex order
Hee Seok Nam; Qihe Tang; Fan Yang
| Year of publication: |
2011
|
|---|---|
| Authors: | Nam, Hee Seok ; Tang, Qihe ; Yang, Fan |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 3, p. 368-373
|
| Subject: | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008989292